Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets.
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| Title: | Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets. |
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| Authors: | Magris, Martin1 (AUTHOR) magris@ece.au.dk, Shabani, Mostafa1 (AUTHOR), Iosifidis, Alexandros1 (AUTHOR) |
| Source: | Journal of Forecasting. Sep2023, Vol. 42 Issue 6, p1407-1428. 22p. |
| Database: | Mathematics Source |
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| ISSN: | 02776693 |
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| DOI: | 10.1002/for.2955 |
