Using Deep Learning for price prediction by exploiting stationary limit
order book features

Using Deep Learning for price prediction by exploiting stationary limit order book features

23 October 2018

Avraam Tsantekidis

Nikolaos Passalis

Anastasios Tefas

Alexandros Iosifidis

Papers citing "Using Deep Learning for price prediction by exploiting stationary limit order book features"

9 / 9 papers shown

Title
Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Muyao Zhong Yushi Lin Peng Yang AI4TS 51 0 0 04 May 2025
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 40 0 0 12 Feb 2025
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 38 3 0 14 Mar 2024
Transformers versus LSTMs for electronic trading Paul Bilokon Yitao Qiu AI4TS AIFin 13 13 0 20 Sep 2023
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study Matteo Prata Giuseppe Masi Leonardo Berti Viviana Arrigoni Andrea Coletta Irene Cannistraci Svitlana Vyetrenko Paola Velardi N. Bartolini 14 8 0 05 Jul 2023
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 11 2 0 25 May 2023
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification M. Shabani D. Tran J. Kanniainen Alexandros Iosifidis OOD AIFin 19 6 0 23 Jul 2022
Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial Forecasting Y. Xu G. G. Calvi Danilo P. Mandic AI4TS 8 11 0 11 May 2021
Feature Engineering for Mid-Price Prediction with Deep Learning Adamantios Ntakaris G. Mirone J. Kanniainen M. Gabbouj Alexandros Iosifidis OOD 6 44 0 10 Apr 2019