"The LOB Recreation Model: Predicting the Limit Order Book from TAQ History ..."

Zijian Shi, Yu Chen, John Cartlidge (2021)

> Home

Details and statistics

DOI: 10.1609/AAAI.V35I1.16133

access: open

type: Conference or Workshop Paper

metadata version: 2024-08-04

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - conf/aaai/ShiCC21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/aaai/ShiCC21
Zijian Shi, Yu Chen, John Cartlidge:
The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network. AAAI 2021: 548-556

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.