WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series
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- Adamantios Ntakaris & Giorgio Mirone & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019. "Feature Engineering for Mid-Price Prediction with Deep Learning," Papers 1904.05384, arXiv.org, revised Jun 2019.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2019-10-07 (Big Data)
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