中国科学院数学与系统科学研究院期刊网
CJE
Research on the Information Content of Limit Order Book from the Perspective of Deep Learning
Zhidong LIU, Zhuo YANG
China Journal of Econometrics . 2024, (5): 1408 -1440 .  DOI: 10.12012/CJoE2024-0158