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    JMLR
    2010
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    Multiple Kernel Learning on the Limit Order Book
    12 years 11 months ago
    Multiple Kernel Learning on the Limit Order Book
    Download  jmlr.csail.mit.edu
    Simple features constructed from order book data for the EURUSD currency pair were used to construct a set of kernels. These kernels were used both individually and simultaneously...
    Tristan Fletcher, Zakria Hussain, John Shawe-Taylo...
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