CORRIGENDUM

• DOI: http://doi.org/10.1002/for.2692
• Published date: 01 July 2020
• Date: 01 July 2020

CORRIGENDUM

In the referenced article the dataset link provided in footnote 4 changed recently. The note is updated to reflect this.

4

The dataset can be downloaded from: http://urn.fi/urn:nbn:fi:csc-kata20170601153214969115

REFERENCE

Ntakaris, A., Magris, M., Kanniainen, J., Gabbouj, M., & Iosifidis, A. (2018). Benchmark dataset for mid-price forecasting of limit order book

data with machine learning methods. Journal of Forecasting,37(8), 852–866. https://doi.org/10.1002/for.2543

DOI: 10.1002/for.2692

Journal of Forecasting. 2020;39:707. wileyonlinelibrary.com/journal/for © 2020 John Wiley & Sons, Ltd. 707