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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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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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        Value: 10.1007/s13369-022-07197-3
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        Text: English
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      – TitleFull: Forecasting the Mid-price Movements with High-Frequency LOB: A Dual-Stage Temporal Attention-Based Deep Learning Architecture.
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              Text: Aug2023
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