BibTex format
@inproceedings{Roa-Vicens:2022:10.1145/3533271.3561710,
author = {Roa-Vicens, J and Xu, YL and Silva, R and Mandic, DP},
doi = {10.1145/3533271.3561710},
pages = {207--213},
title = {Graph and tensor-train recurrent neural networks for high-dimensional models of limit order books},
url = {http://dx.doi.org/10.1145/3533271.3561710},
year = {2022}
}