Spread Movement Prediction for Pairs Trading with High-Frequency Limit Order Data
Jan 1, 2022·,,,,·
0 min read
Chiu-Hung Su
Hsu-Chao Lai
Wen-Yueh Shih
Jun-Zhe Wang
Jiun-Long Huang
Type
Publication
IEEE International Conference on Big Data and Smart Computing, BigComp 2022, Daegu, Korea, Republic of, January 17-20, 2022