@article{article67a9821a,
title   = {Order book mid-price movement inference by CatBoost classifier from convolutional feature maps},
author = {Bileki, Guilherme Augusto and Barboza, Flavio Luiz de Moraes and Silva, Luis Henrique Claudino and Bonato, Vanderlei},
year = {2022},
doi = {10.1016/j.asoc.2021.108274},
journal   = {Applied Soft Computing}
}