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

Title
Deep reinforcement learning for optimal trading with partial information Andrea Macri Sebastian Jaimungal Fabrizio Lillo 44 1 0 31 Oct 2025
Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning Yushi Lin Peng Yang 81 0 0 23 Aug 2025
Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden LayerSocial Science Research Network (SSRN), 2025 Haochuan Wang 166 0 0 06 Jun 2025
Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Muyao Zhong Yushi Lin Peng Yang AI4TS 215 2 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 549 4 0 12 Feb 2025
Fusion of Movement and Naive Predictions for Point Forecasting in Univariate Random Walks Cheng Zhang 145 0 0 20 Jun 2024
HLOB -- Information Persistence and Structure in Limit Order Books Antonio Briola Silvia Bartolucci T. Aste 308 13 0 29 May 2024
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 366 6 0 14 Mar 2024
1D-CapsNet-LSTM: A Deep Learning-Based Model for Multi-Step Stock Index ForecastingJournal of King Saud University: Computer and Information Sciences (JSUCIS), 2023 Cheng Zhang N. N. Sjarif Roslina Ibrahim AIFin AI4TS 252 14 0 03 Oct 2023
Transformers versus LSTMs for electronic tradingSocial Science Research Network (SSRN), 2023 Paul Bilokon Yitao Qiu AI4TS AIFin 149 26 0 20 Sep 2023
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management K. Srivatsan Loukia Avramelou Georgios Rodinos Maria Tzelepi Muzammal Naseer ... Manos Kirtas Pavlos Tosidis Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas AIFin 190 2 0 23 Jul 2023
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark StudyArtificial Intelligence Review (AIR), 2023 Matteo Prata Giuseppe Masi Leonardo Berti Viviana Arrigoni Andrea Coletta Irene Cannistraci Svitlana Vyetrenko Paola Velardi N. Bartolini 190 21 0 05 Jul 2023
Market Making with Deep Reinforcement Learning from Limit Order BooksIEEE International Joint Conference on Neural Network (IJCNN), 2023 Hongli Guo Jianwu Lin Fanlin Huang OffRL 279 2 0 25 May 2023
Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022 Chen Zhang N. N. Sjarif Roslina Ibrahim AI4TS 183 95 0 21 Apr 2023
Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting Adamantios Ntakaris Moncef Gabbouj Juho Kanniainen AI4TS 209 2 0 17 Apr 2023
Adaptive Predictive Portfolio Management AgentArtificial General Intelligence (AGI), 2023 Anton Kolonin Alex Glushchenko Arseniy Fokin Marcello Mari Mario Casiraghi Mukul Vishwas 97 2 0 04 Mar 2023
Axial-LOB: High-Frequency Trading with Axial AttentionIEEE Symposium Series on Computational Intelligence (IEEE SSCI), 2022 Damian Kisiel D. Gorse 233 10 0 04 Dec 2022
Augmented Bilinear Network for Incremental Multi-Stock Time-Series ClassificationPattern Recognition (Pattern Recogn.), 2022 M. Shabani D. Tran Juho Kanniainen Alexandros Iosifidis OOD AIFin 238 9 0 23 Jul 2022
Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs Florian Krach Marc Nübel Josef Teichmann AI4TS 390 5 0 28 Jun 2022
Adaptive Multi-Strategy Market-Making Agent For Volatile MarketsArtificial General Intelligence (AGI), 2022 Ali Raheman Anton Kolonin Alex Glushchenko Arseniy Fokin Ikram Ansari AIFin 83 1 0 28 Apr 2022
Causal Analysis of Generic Time Series Data Applied for Market PredictionArtificial General Intelligence (AGI), 2022 Anton Kolonin Ali Raheman Mukul Vishwas Ikram Ansari J. Pinzon Alice Ho 193 7 0 22 Apr 2022
Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book MarketsJournal of Forecasting (J. Forecast.), 2022 M. Magris M. Shabani Alexandros Iosifidis 167 14 0 07 Mar 2022
How Robust are Limit Order Book Representations under Data Perturbation? Yufei Wu Mahmoud Mahfouz Daniele Magazzeni Manuela Veloso OOD 103 5 0 10 Oct 2021
Architecture of Automated Crypto-Finance Agent Ali Raheman Anton Kolonin B. Goertzel Gergely Hegykozi Ikram Ansari AIFin 133 12 0 16 Jul 2021
Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting M. Shabani Alexandros Iosifidis AI4TS 165 4 0 05 Jul 2021
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis Zijian Shi John Cartlidge 209 5 0 01 Jul 2021
Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units Zihao Zhang S. Zohren 153 28 0 21 May 2021
Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial ForecastingIEEE International Joint Conference on Neural Network (IJCNN), 2021 Y. Xu G. G. Calvi Danilo P. Mandic AI4TS 201 14 0 11 May 2021
Feature Engineering for Mid-Price Prediction with Deep Learning Adamantios Ntakaris G. Mirone Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 220 50 0 10 Apr 2019
Deep Adaptive Input Normalization for Time Series Forecasting Nikolaos Passalis Anastasios Tefas Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis AI4TS OOD 164 12 0 21 Feb 2019