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"DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order ..."
Aiusha Sangadiev et al. (2020)
- Aiusha Sangadiev, Rodrigo Rivera-Castro, Kirill Stepanov, Andrey Poddubny, Kirill Bubenchikov, Nikita Bekezin, Polina Pilyugina, Evgeny Burnaev:
DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data. CoRR abs/2008.12152 (2020)
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