Before revision:  Furthermore, we define an experimental protocol that can be used in order to evaluate the performance of related research methods. Baseline results based on linear and nonlinear regression models are also provided and show the potential that these methods have for mid-price prediction .
After revision:  Furthermore, we define an experimental protocol that can be used in order to evaluate the performance of state-of-the-art methodologies. Performance of baseline approaches are also provided and show the potential that these methods have for mid-price prediction .