Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks
Content Change Log Entering a Market Order Connecting to exchanges In practice, Order Books are used by traders to watch the fluctuations of the bidding price and the asking price of certain products – currencies, stocks, and so on. Analytically tractable models of order book dynamics were of considerable value, but their development has been …
Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks Read More »