RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels

Documenti analoghi

• Reinforcement Learning for Trade Execution with Market and Limit Orders
  di: Cheridito, Patrick, et al.
  Pubblicazione: (2025)
• Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
  di: Rahman, Abdul, et al.
  Pubblicazione: (2024)
• Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
  di: Lu, Yutong, et al.
  Pubblicazione: (2022)
• Reconciling Open Interest with Traded Volume in Perpetual Swaps
  di: Giagkiozis, Ioannis, et al.
  Pubblicazione: (2023)
• A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
  di: Lin, Luyun, et al.
  Pubblicazione: (2026)