Author of the publication

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

, , and . (2018)cite arxiv:1808.03668Comment: 12 pages, 9 figures.
DOI: 10.1109/TSP.2019.2907260

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture., , , and . CoRR, (2021)Sentiment Diffusion in Financial News Networks and Associated Market Movements., , , , , and . CoRR, (2020)JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading., , , , , , , and . ICAIF, page 583-591. ACM, (2023)Hierarchical Indian buffet neural networks for Bayesian continual learning., , , and . UAI, volume 161 of Proceedings of Machine Learning Research, page 749-759. AUAI Press, (2021)Understanding stock market instability via graph auto-encoders., , and . CoRR, (2022)Same State, Different Task: Continual Reinforcement Learning without Interference., , , , and . CoRR, (2021)Entropic Spectral Learning in Large Scale Networks., , , , , and . CoRR, (2018)Realised Volatility Forecasting: Machine Learning via Financial Word Embedding., , and . CoRR, (2021)Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity., , and . CoRR, (2022)On Sequential Bayesian Inference for Continual Learning., , , , and . Entropy, 25 (6): 884 (June 2023)