A Signature Transform of Limit Order Book Data for Stock Price Prediction

Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Peter Olukanmi, Tshilidzi Marwala

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@article{f528f3fa07b54e8a96e5582676132c62,

title = "A Signature Transform of Limit Order Book Data for Stock Price Prediction",

author = "Thendo Sidogi and Mongwe, {Wilson Tsakane} and Rendani Mbuvha and Peter Olukanmi and Tshilidzi Marwala",

year = "2023",

doi = "10.1109/ACCESS.2023.3293064",

language = "Undefined",

journal = "IEEE Access",

issn = "2169-3536",

publisher = "IEEE",

}

TY - JOUR

T1 - A Signature Transform of Limit Order Book Data for Stock Price Prediction

AU - Sidogi, Thendo

AU - Mongwe, Wilson Tsakane

AU - Mbuvha, Rendani

AU - Olukanmi, Peter

AU - Marwala, Tshilidzi

PY - 2023

Y1 - 2023

UR - https://doi.org/10.1109/ACCESS.2023.3293064

U2 - 10.1109/ACCESS.2023.3293064

DO - 10.1109/ACCESS.2023.3293064

M3 - Article

SN - 2169-3536

JO - IEEE Access

JF - IEEE Access

ER -