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Deep Learning for Market by Order Data - MaRDI portal

Deep Learning for Market by Order Data (Q5165005)

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scientific article; zbMATH DE number 7426564
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Deep Learning for Market by Order Data
scientific article; zbMATH DE number 7426564

    Statements

    title
    Deep Learning for Market by Order Data (English)
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    author
    Zihao Zhang
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    Bryan Lim
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    Stefan Zohren
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    publication date
    15 November 2021
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    zbMATH Keywords
    market by order data
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    limit order books
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    deep learning
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    long short-term memory
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    attention
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    describes a project that uses
    Adam
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    Transformer-XL
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    DeepLOB
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    TensorFlow
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    Identifiers

    zbMATH DE Number
    7426564
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    arXiv ID
    2102.08811
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    OpenAlex ID
    W3196479566
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