LOB-Based Deep Learning Models for Stock Price Trend Prediction: A
Benchmark Study

LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study

5 July 2023

Viviana Arrigoni

Irene Cannistraci

Svitlana Vyetrenko

Paola Velardi

Papers citing "LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study"

7 / 7 papers shown

Title
Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Muyao Zhong Yushi Lin Peng Yang AI4TS 49 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
A Survey of Mamba Shuwei Shi Shibing Chu Rui An Wenqi Fan Yuee Xie Hui Liu Yuanping Chen Qing Li AI4CE 40 26 0 02 Aug 2024
HLOB -- Information Persistence and Structure in Limit Order Books Antonio Briola Silvia Bartolucci T. Aste 22 4 0 29 May 2024
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 25 3 0 14 Mar 2024
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Haoyi Zhou Shanghang Zhang J. Peng Shuai Zhang Jianxin Li Hui Xiong Wan Zhang AI4TS 167 3,799 0 14 Dec 2020
Effective Approaches to Attention-based Neural Machine Translation Thang Luong Hieu H. Pham Christopher D. Manning 214 7,687 0 17 Aug 2015