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20202026
most citedSpectral Temporal Graph Neural Network for Multivariate Time-series Forecasting

116 citations · 266 across the 24 of their papers we have counts for

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q-fin.ST2022★ 1 cited

DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift

Defu Cao, Yousef El-Laham, Loc Trinh +2

In electronic trading markets, limit order books (LOBs) provide information about pending buy/sell orders at various price levels for a given security. Recently, there has been a g…