On one day of BTC/USDT order book data, Savitzky-Golay smoothing and feature choice helped simple models match or beat deeper neural networks.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.LG 1years
2025 1verdicts
REJECT 1representative citing papers
citing papers explorer
-
Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer
On one day of BTC/USDT order book data, Savitzky-Golay smoothing and feature choice helped simple models match or beat deeper neural networks.