{"total":26,"rows":[{"id":"2305.04811","title":"Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022","created":"2023-04-21","cited_by_count":17,"area":null},{"id":"2105.10430","title":"Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units","created":"2021-05-21","cited_by_count":10,"area":null},{"id":"2308.01915","title":"LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study","created":"2023-07-05","cited_by_count":9,"area":null},{"id":"2405.18938","title":"HLOB -- Information Persistence and Structure in Limit Order Books","created":"2024-05-29","cited_by_count":8,"area":null},{"id":"2206.14284","title":"Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs","created":"2022-06-28","cited_by_count":7,"area":null},{"id":"2403.09267","title":"Deep Limit Order Book Forecasting","created":"2024-03-14","cited_by_count":7,"area":null},{"id":"2105.04983","title":"Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial Forecasting","created":"2021-05-11","cited_by_count":6,"area":null},{"id":"2110.04752","title":"How Robust are Limit Order Book Representations under Data Perturbation?","created":"2021-10-10","cited_by_count":6,"area":null},{"id":"2203.03613","title":"Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets","created":"2022-03-07","cited_by_count":5,"area":null},{"id":"2207.11577","title":"Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification","created":"2022-07-23","cited_by_count":4,"area":null},{"id":"2212.01807","title":"Axial-LOB: High-Frequency Trading with Axial Attention","created":"2022-12-04","cited_by_count":4,"area":null},{"id":"2309.11400","title":"Transformers versus LSTMs for electronic trading","created":"2023-09-20","cited_by_count":4,"area":null},{"id":"2502.15757","title":"TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data","created":"2025-02-12","cited_by_count":4,"area":null},{"id":"2107.07769","title":"Architecture of Automated Crypto-Finance Agent","created":"2021-07-16","cited_by_count":3,"area":null},{"id":"2107.06995","title":"Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting","created":"2021-07-05","cited_by_count":2,"area":null},{"id":"2204.12928","title":"Causal Analysis of Generic Time Series Data Applied for Market Prediction","created":"2022-04-22","cited_by_count":2,"area":null},{"id":"2304.09840","title":"Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting","created":"2023-04-17","cited_by_count":2,"area":null},{"id":"2505.02139","title":"Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking","created":"2025-05-04","cited_by_count":2,"area":null},{"id":"2107.00534","title":"The Limit Order Book Recreation Model (LOBRM): An Extended Analysis","created":"2021-07-01","cited_by_count":1,"area":null},{"id":"2305.15821","title":"Market Making with Deep Reinforcement Learning from Limit Order Books","created":"2023-05-25","cited_by_count":1,"area":null},{"id":"2309.16679","title":"Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management","created":"2023-07-23","cited_by_count":1,"area":null},{"id":"2508.17086","title":"Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning","created":"2025-08-23","cited_by_count":1,"area":null},{"id":"2310.02090","title":"1D-CapsNet-LSTM: A Deep Learning-Based Model for Multi-Step Stock Index Forecasting","created":"2023-10-03","cited_by_count":0,"area":null},{"id":"2506.05764","title":"Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer","created":"2025-06-06","cited_by_count":0,"area":null},{"id":"2506.20810","title":"FINN-GL: Generalized Mixed-Precision Extensions for FPGA-Accelerated LSTMs","created":"2025-06-25","cited_by_count":0,"area":null},{"id":"2609.31491","title":"UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting","created":"2026-09-25","cited_by_count":0,"area":null}],"next_cursor":null}