LSTM forecasting foreign exchange rates using limit order book
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DOI: 10.1016/j.frl.2021.102517
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Cited by:
- Qifa Xu & Zezhou Wang & Cuixia Jiang & Yezheng Liu, 2023. "Deep learning on mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2099-2120, December.
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Keywords
foreign exchange rate; limit order; LSTM;All these keywords.
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