DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
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Publication:5238844
DOI10.1109/TSP.2019.2907260WikidataQ128165509 ScholiaQ128165509MaRDI QIDQ5238844
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Publication date: 28 October 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.03668
Related Items (9)
A deep learning approach to estimating fill probabilities in a limit order book ⋮ Analysis and modeling of client order flow in limit order markets ⋮ A generative model of a limit order book using recurrent neural networks ⋮ Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book ⋮ Designing universal causal deep learning models: The geometric (Hyper)transformer ⋮ Spatiotemporal adaptive neural network for long-term forecasting of financial time series ⋮ Deep Learning for Market by Order Data ⋮ DeepLOB ⋮ Reinforcement learning and stochastic optimisation
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