Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the... | Nicholas Westray

Advances of ML Approaches for Financial Decision Making "Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book" Nicholas Westray The Applied Machine Learning Days channel features talks and performances from the Applied Machine Learning Days. AMLD is one of the largest machine learning & AI events in Europe, focused specifically on the applications of machine learning and AI, making it particularly interesting to industry and academia. Follow AMLD: on Twitter:   / appliedmldays   on LinkedIn:   / appliedmldays   AMLD Website: https://www.appliedmldays.org