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20182026
most citedLagged correlation-based deep learning for directional trend change prediction in financial time series

126 citations · 146 across the 6 of their papers we have counts for

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q-fin.GN2026

Data-Driven Measures of High-Frequency Trading

Gbenga Ibikunle, Ben Moews, Dmitriy Muravyev +1

Public data do not identify high-frequency trading (HFT), and standard proxies do not separate liquidity-supplying from liquidity-demanding strategies. We overcome this measurement…