Locally Linear Embedding for High-Frequency Trading Marker Discovery. - Henry Han; Jie Teng; Junruo Xia; Yunhan Wang; Zihao Guo; Deqing Li (IDMB, 2019)

Predict high-frequency trading marker via manifold learning. - Henry Han; Jie Teng; Junruo Xia; Yunhan Wang; Zihao Guo; Deqing Li (Knowl. Based Syst., 2021)