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Forecasting the Mid-price Movements with High-Frequency LOB: A Dual-Stage Temporal Attention-Based Deep Learning Architecture.

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Bibliographic Details
Title: Forecasting the Mid-price Movements with High-Frequency LOB: A Dual-Stage Temporal Attention-Based Deep Learning Architecture.
Authors: Guo, Yanhong1 (AUTHOR), Chen, Xinxin1 (AUTHOR) chenxx0810@163.com
Source: Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ). Aug2023, Vol. 48 Issue 8, p9597-9618. 22p.
Database: Academic Search Ultimate
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ISSN:2193567X
DOI:10.1007/s13369-022-07197-3