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F.(2015)。Machine learning techniques for price change forecast using the limit order book data。 | 圖書| 1. | Taylor, S. J.(1986)。Modeling Financial Time Series。John Wiley and Sons。 | | 2. | Aït-Sahalia, Y.、Jacod, J.(2014)。High-Frequency Financial Econometrics。Princeton University Press。 | 圖書論文| 1. | Kearns, M.、Nevmyvaka, Y.(2013)。Machine learning for market microstructure and high frequency trading。High Frequency Trading: New Realities for Traders, Markets, and Regulators。 | |