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"Automated Creation of a High-Performing Algorithmic Trader via Deep ..."

Aaron Wray, Matthew Meades, Dave Cliff (2020)

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DOI: 10.1109/SSCI47803.2020.9308266

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-25

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Aaron Wray, Matthew Meades, Dave Cliff:
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data. SSCI 2020: 1067-1074

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