Technical Program
Paper Detail
| Paper: | SIPFEb.PA.1 | ||
| Session: | Signal and Information Processing in Finance and Economics II | ||
| Location: | Poster Area A | ||
| Session Time: | Tuesday, December 3, 16:00 - 18:00 | ||
| Presentation: | Poster | ||
| Symposium: | Signal and Information Processing in Finance and Economics | ||
| Paper Title: | Non-Parametric Prediction in a Limit Order Book | ||
| Authors: | Deepan Palguna; Purdue University | ||
| Ilya Pollak; Purdue University | |||