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M. D. Paepe

1 paper here

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.ST1

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collaborators

1 paper

q-fin.ST2020

Deep Learning for Digital Asset Limit Order Books

Rakshit Jha, Mattijs De Paepe, Samuel Holt +2

This paper shows that temporal CNNs accurately predict bitcoin spot price movements from limit order book data. On a 2 second prediction time horizon we achieve 71\% walk-forward a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.