Deep Learning modeling of Limit Order Book: a comparative perspective

12 July 2020

Papers citing "Deep Learning modeling of Limit Order Book: a comparative perspective"

5 / 5 papers shown

Title
From Deep Learning to LLMs: A survey of AI in Quantitative Investment Bokai Cao Saizhuo Wang Xinyi Lin Xiaojun Wu Haohan Zhang L. Ni Jian Guo AIFin 54 0 0 27 Mar 2025
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 40 3 0 14 Mar 2024
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model Bruno Gašperov Z. Kostanjčar 24 11 0 20 Jul 2022
Accelerating Machine Learning Training Time for Limit Order Book Prediction M. Bennett 11 0 0 17 Jun 2022
Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series Yuanrong Wang T. Aste AI4TS 18 10 0 08 Mar 2022