Milla Mäkinen

Tampere University of Technology

P.O. 541, Korkeakoulunkatu 8 (Festia building)

Tampere, FI-33101

Finland

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Predicting Jump Arrivals in Stock Prices Using Neural Networks with Limit Order Book Data

Number of pages: 27 Posted: 24 Apr 2018 Last Revised: 01 May 2018
Tampere University of Technology, Aarhus University, Tampere University of Technology and Tampere University
Downloads 194 (154,118)

Abstract:

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Limit Order Book Data, Neural Networks, Convolutional Networks, Long Short-Term Memory, Attention Mechanism