A Multi-scale Convolution and Gated Recurrent Unit Based Network for Limit Order Book Prediction

Release time:2023-05-23|Hits:

Affiliation of Author(s):软件学院

First Author:徐博瑞

Document Code:B95786C9A4F845F2B4620CF8C1D2C751

Number of Words:50

Translation or Not:no

Date of Publication:2022-08-06