Adamantios Ntakaris

Tampere University of Technology

Korkeakoulunkatu 8

P.O. 541

Tampere, 33101

Finland

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Mid-Price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators

Number of pages: 40 Posted: 08 Aug 2018
Tampere University of Technology, Tampere University, Tampere University of Technology and Aarhus University
Downloads 274 (109,213)

Abstract:

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high-frequency trading, limit order book, mid-price, machine learning, technical analysis, quantitative analysis