Non-Parametric Prediction in a Limit Order Book

被引:0
|
作者
Palguna, Deepan [1 ]
Pollak, Ilya [1 ]
机构
[1] Purdue Univ, W Lafayette, IN 47907 USA
来源
2013 IEEE GLOBAL CONFERENCE ON SIGNAL AND INFORMATION PROCESSING (GLOBALSIP) | 2013年
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中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
引用
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页码:1139 / 1139
页数:1
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