@article{forecastinghighfrequencyfinancialtime,
  title = {Forecasting high-frequency financial time series: an adaptive learning approach with the order book data},
  author = {Parley Ruogu Yang},
  year = {2021},
  eprint = {2103.00264},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.00264v1},
}