View in EDS HTML Full Text PDF Full Text

Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets.

Saved in:
Bibliographic Details
Title: Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets.
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 169707461
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Magris%2C+Martin%22">Magris, Martin</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> magris@ece.au.dk</i><br /><searchLink fieldCode="AR" term="%22Shabani%2C+Mostafa%22">Shabani, Mostafa</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Iosifidis%2C+Alexandros%22">Iosifidis, Alexandros</searchLink><relatesTo>1</relatesTo> (AUTHOR)
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Journal+of+Forecasting%22">Journal of Forecasting</searchLink>. Sep2023, Vol. 42 Issue 6, p1407-1428. 22p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=169707461
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1002/for.2955
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 22
        StartPage: 1407
    Titles:
      – TitleFull: Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Magris, Martin
      – PersonEntity:
          Name:
            NameFull: Shabani, Mostafa
      – PersonEntity:
          Name:
            NameFull: Iosifidis, Alexandros
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 09
              Text: Sep2023
              Type: published
              Y: 2023
          Identifiers:
            – Type: issn-print
              Value: 02776693
          Numbering:
            – Type: volume
              Value: 42
            – Type: issue
              Value: 6
          Titles:
            – TitleFull: Journal of Forecasting
              Type: main
ResultId 1