Deep Limit Order Book Forecasting: A microstructural guide

By Antonio Briola, Silvia Bartolucci, Tomaso Aste

Published 2024-06-04

Everscope rating

1600.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Deep Learning for Limit Order Book Forecasting. Problem types: Time Series Forecasting, Classification.

arXiv:2403.09267 · Code · Paper rankings

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