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HLOB -- Information Persistence and Structure in Limit Order Books

HLOB -- Information Persistence and Structure in Limit Order Books

29 May 2024
Antonio Briola
Silvia Bartolucci
T. Aste
ArXivPDFHTML

Papers citing "HLOB -- Information Persistence and Structure in Limit Order Books"

3 / 3 papers shown
Title
Information Filtering Networks: Theoretical Foundations, Generative Methodologies, and Real-World Applications
Information Filtering Networks: Theoretical Foundations, Generative Methodologies, and Real-World Applications
Tomaso Aste
GNN
27
0
0
02 May 2025
Deep Learning Models Meet Financial Data Modalities
Deep Learning Models Meet Financial Data Modalities
Kasymkhan Khubiev
Mikhail Semenov
AIFin
41
0
0
18 Apr 2025
Deep Learning for Market by Order Data
Deep Learning for Market by Order Data
Zihao Zhang
Bryan Lim
S. Zohren
20
23
0
17 Feb 2021
1