Research paper / RESOURCE PROFILE

Feature Engineering for Mid-Price Prediction

Evaluates feature-engineering choices for deep-learning mid-price prediction on order-book data.

Learning & Community
arxiv.orgPublished Apr 10, 2019
Visit source website ↗
Screenshot unavailableResource information and source links remain available. Feature Engineering for Mid-Price Prediction — reviewed source website screenshot
Reviewed source screenshot · recorded Oct 11, 2026 View source ↗

Overview

Evaluates feature-engineering choices for deep-learning mid-price prediction on order-book data.

Topics & capabilities

order-bookfeature-engineeringeducationpaper

Publication information

Publication title
Feature Engineering for Mid-Price Prediction with Deep Learning
Authors
Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Published
Apr 10, 2019
Last publication revision
Jun 7, 2019
Subject areas
q-fin.ST, cs.LG
Publication source
arxiv.org · abs/1904.05384v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/1904.05384 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. Quantitative Finance & Algo Trading Blog by QuantInsti — reviewed source website screenshot
WebsiteChecked capture

Quantitative Finance & Algo Trading Blog by QuantInsti

blog.quantinsti.com

Free Resources Trading Books Webinars Blogs Blueshift Trading Platform Quantra Free Courses

Page language
en
Directory citations
2
Discovery sources
2
learningblogframework
Learning & Community Explore →
98 Authority 98 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot unavailableResource information and source links remain available. QuantInsti – Learn Algorithmic Trading with AI-Driven Strategies from Market Pra — reviewed source website screenshot
WebsiteChecked capture

QuantInsti – Learn Algorithmic Trading with AI-Driven Strategies from Market Pra

quantinsti.com

Learn algorithmic trading, quantitative finance, and high-frequency trading with AI-driven strategies from industry experts at QuantInsti – A Pioneer Training Institute for Algo Trading.

Page language
en
Directory citations
4
Discovery sources
3
educationresearchalgo-trading
Learning & Community Explore →
98 Authority 98 / 100 Cited by 4 resources in this directory 3 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot unavailableResource information and source links remain available. Python for Trading Basics — reviewed source website screenshot
WebsiteChecked capture

Python for Trading Basics

quantra.quantinsti.com

Free Beginner Courses Python for Trading Basics Machine Learning for Trading Options Trading using Python Automated Trading on Interative Brokers Stock…

Page language
en-GB
Directory citations
2
Discovery sources
2
educationbacktestingcourses
Learning & Community Explore →
98 Authority 98 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.