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Adaptive Normalization For Forecasting Limit Order Book Data Using Convolutional Neural Networks
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Adaptive Normalization For Forecasting Limit Order Book Data Using Convolutional Neural Networks
Deep learning models are capable of achieving state-of-the-art performance on a wide range of time series analysis tasks. However, their performance crucially depends on the employed normalization scheme, while they are usually unable to efficiently handl
Deep learning models are capable of achieving state-of-the-art performance on a wide range of time series analysis tasks. However, their performance crucially depends on the employed normalization scheme, while they are usually unable to efficiently handl
