Guo, Y., & Chen, X. (2023). Forecasting the Mid-price Movements with High-Frequency LOB: A Dual-Stage Temporal Attention-Based Deep Learning Architecture. Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ), 48(8), 9597. https://doi.org/10.1007/s13369-022-07197-3
Chicago Style (17th ed.) CitationGuo, Yanhong, and Xinxin Chen. "Forecasting the Mid-price Movements with High-Frequency LOB: A Dual-Stage Temporal Attention-Based Deep Learning Architecture." Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ) 48, no. 8 (2023): 9597. https://doi.org/10.1007/s13369-022-07197-3.
MLA (9th ed.) CitationGuo, Yanhong, and Xinxin Chen. "Forecasting the Mid-price Movements with High-Frequency LOB: A Dual-Stage Temporal Attention-Based Deep Learning Architecture." Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ), vol. 48, no. 8, 2023, p. 9597, https://doi.org/10.1007/s13369-022-07197-3.