面向限价指令簿趋势分析的网络集成模型
, 张莉 Network Ensemble Model for Trend Analysis of Limit Order Books
LÜ Xuerui1 , ZHANG Li1, 2
, ZHANG Li 
面向限价指令簿趋势分析的网络集成模型 |
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吕雪瑞, 张莉 |
Network Ensemble Model for Trend Analysis of Limit Order Books |
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LÜ Xuerui
, ZHANG Li |
| CNN子模型和NEM-LOB在Setting I上生成的混淆矩阵 |
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