p7q-fin.TR

Category

q-fin.TR

5 papers

Universal features of price formation in financial markets: perspectives from Deep Learning

Justin Sirignano, Rama Cont

1803.06917

Sequence Classification of the Limit Order Book using Recurrent Neural Networks

Matthew F Dixon

1707.05642

A High Frequency Trade Execution Model for Supervised Learning

Matthew F Dixon

1710.03870

Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit

Tim Leung, Xin Li

1411.5062

Deep Learning for Limit Order Books

Justin Sirignano

1601.01987