@article{202103.0269,
	doi = {10.20944/preprints202103.0269.v1},
	url = {https://doi.org/10.20944/preprints202103.0269.v1},
	year = 2021,
	month = {March},
	publisher = {Preprints},
	author = {Parley Ruogu Yang},
	title = {Forecasting High-Frequency Financial Time Series: An Adaptive Learning Approach With the Order Book Data},
	journal = {Preprints}
}