@article{machinelearningforforecastingmidprice,
  title = {Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data},
  author = {Paraskevi Nousi and Avraam Tsantekidis and Nikolaos Passalis and Adamantios Ntakaris and Juho Kanniainen and Anastasios Tefas and Moncef Gabbouj and Alexandros Iosifidis},
  year = {2018},
  eprint = {1809.07861},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1809.07861v2},
}