# Liquidity takers behavior representation through a contrastive learning approach

arXiv: https://arxiv.org/abs/2306.05987 · HTML: https://mlsanity.com/paper/2306.05987/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 13 of its 38 references that are in the map.
- First posted on arXiv 9 Jun 2023.

## Builds on (most cited first, 13 of 13)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [Representation Learning with Contrastive Predictive Coding](https://mlsanity.com/paper/1807.03748/) (2018)
- [Momentum Contrast for Unsupervised Visual Representation Learning](https://mlsanity.com/paper/1911.05722/) (2019)
- [Bootstrap your own latent: A new approach to self-supervised Learning](https://mlsanity.com/paper/2006.07733/) (2020)
- [Sequence to Sequence Learning with Neural Networks](https://mlsanity.com/paper/1409.3215/) (2014)
- [FaceNet: A Unified Embedding for Face Recognition and Clustering](https://mlsanity.com/paper/1503.03832/) (2015)
- [Barlow Twins: Self-Supervised Learning via Redundancy Reduction](https://mlsanity.com/paper/2103.03230/) (2021)
- [Self-supervised representation learning from 12-lead ECG data](https://mlsanity.com/paper/2103.12676/) (2021)
- [Universal features of price formation in financial markets: perspectives from Deep Learning](https://mlsanity.com/paper/1803.06917/) (2018)
- [Deep Learning for Market by Order Data](https://mlsanity.com/paper/2102.08811/) (2021)
- [Conditional Mutual information-based Contrastive Loss for Financial Time Series Forecasting](https://mlsanity.com/paper/2002.07638/) (2020)

## Abstract (arXiv)

Thanks to the access to the labeled orders on the CAC40 data from Euronext, we are able to analyze agents' behaviors in the market based on their placed orders. In this study, we construct a self-supervised learning model using triplet loss to effectively learn the representation of agent market orders. By acquiring this learned representation, various downstream tasks become feasible. In this work, we utilize the K-means clustering algorithm on the learned representation vectors of agent orders to identify distinct behavior types within each cluster.