Modelling high-frequency limit order book dynamics with support vector machines (Q4619497)
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scientific article; zbMATH DE number 7013620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling high-frequency limit order book dynamics with support vector machines |
scientific article; zbMATH DE number 7013620 |
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Modelling high-frequency limit order book dynamics with support vector machines (English)
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6 February 2019
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high-frequency limit order book
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multi-class classifiers
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support vector machines (SVMs)
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machine learning
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