Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhong, Muyao, Lin, Yushi, Yang, Peng
Format:	Preprint
Published:	2025
Subjects:	Computational Engineering, Finance, and Science Artificial Intelligence
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.02139