Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction
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DOI: 10.1007/s10614-012-9317-z
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- Xuekui Zhang & Yuying Huang & Ke Xu & Li Xing, 2023. "Novel modelling strategies for high-frequency stock trading data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
- Justin Sirignano, 2016. "Deep Learning for Limit Order Books," Papers 1601.01987, arXiv.org, revised Jul 2016.
- Mynbaev, Kairat, 2020. "Using full limit order book for price jump prediction," MPRA Paper 101684, University Library of Munich, Germany.
- Manuel Nunes & Enrico Gerding & Frank McGroarty & Mahesan Niranjan, 2020. "Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box," Papers 2005.02217, arXiv.org.
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Keywords
Multiple kernel learning; Support vector machines; Limit order books; Kernel methods; Market microstructure; Fisher kernels;All these keywords.
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