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4 articles related to "Order Book"

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Articles

Original Research

Published on 11 May 2021

Forecasting Quoted Depth With the Limit Order Book

in AI in Finance

Daniel Libman
Simi Haber
Mary Schaps

Frontiers in Artificial Intelligence

doi 10.3389/frai.2021.667780

13,399 views
6 citations

Original Research

Published on 13 Oct 2025

LiT: limit order book transformer

in AI in Finance

Yue Xiao
Carmine Ventre
Yuhan Wang
Haochen Li
Yuxi Huan
Buhong Liu

Frontiers in Artificial Intelligence

doi 10.3389/frai.2025.1616485

6,759 views

Original Research

Published on 25 Sep 2023

Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets

in AI in Finance

Peer Nagy
Jan-Peter Calliess
Stefan Zohren

Frontiers in Artificial Intelligence

doi 10.3389/frai.2023.1151003

6,461 views
7 citations

Original Research

Published on 24 Nov 2020

Analyses of Daily Market Impact Using Execution and Order Book Information

in Social Physics

Kenta Yamada
Takayuki Mizuno

Frontiers in Physics

doi 10.3389/fphy.2020.00366

7,322 views
2 citations