January 2018
Intermediate to advanced
470 pages
11h 9m
English
This approach considers the most recent time series with the size of a specific window and trains the model. Then it classifies the data as follows:
This solution dates back to 2014, but still it gives a certain level of robustness. By having many parameters to identify, and not having the order-book historical data available easily, in this project, we use a simpler approach and dataset.
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