scholarly journals An Attention-Based LSTM Model for Stock Price Trend Prediction Using Limit Order Books

2020 ◽  
Vol 1575 ◽  
pp. 012124
Author(s):  
Yunhao Li ◽  
Liuliu Li ◽  
Xudong Zhao ◽  
Tianyi Ma ◽  
Ying Zou ◽  
...  
Keyword(s):  
Stock Price ◽  
Trend Prediction ◽  
Limit Order ◽  
Price Trend ◽  
Order Books ◽  
Limit Order Books

Limit Order Books

2015 ◽  
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Limit Order ◽  
Order Books ◽  
Limit Order Books

scholarly journals Deep learning for limit order books

2018 ◽  
Vol 19 (4) ◽  
pp. 549-570 ◽  
Author(s):  
Justin A. Sirignano
Keyword(s):  
Deep Learning ◽  
Limit Order ◽  
Order Books ◽  
Limit Order Books

scholarly journals Short-Term Stock Price-Trend Prediction Using Meta-Learning

2021 ◽  
Author(s):  
Shin-Hung Chang ◽  
Cheng-Wen Hsu ◽  
Hsing-Ying Li ◽  
Wei-Sheng Zeng ◽  
Jan-Ming Ho
Keyword(s):  
Stock Price ◽  
Short Term ◽  
Trend Prediction ◽  
Price Trend ◽  
Meta Learning

What drives the sensitivity of limit order books to company announcement arrivals?

2017 ◽  
Vol 159 ◽  
pp. 65-68 ◽  
Author(s):  
Milla Siikanen ◽  
Juho Kanniainen ◽  
Arto Luoma
Keyword(s):  
Limit Order ◽  
Order Books ◽  
Limit Order Books
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