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20172024
most citedBenchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods

118 citations · 152 across the 6 of their papers we have counts for

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cs.LG2023

Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting

Adamantios Ntakaris, Moncef Gabbouj, Juho Kanniainen

High-frequency trading requires fast data processing without information lags for precise stock price forecasting. This high-paced stock price forecasting is usually based on vecto…