11 citations · 11 across the 2 of their papers we have counts for
3 papers
cs.LG2024★ 11 cited
DGDNN: Decoupled Graph Diffusion Neural Network for Stock Movement Prediction
Zinuo You, Zijian Shi, Hongbo Bo +3
Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices.…
q-fin.TR2021
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis
Zijian Shi, John Cartlidge
The limit order book (LOB) depicts the fine-grained demand and supply relationship for financial assets and is widely used in market microstructure studies. Nevertheless, the avail…
q-fin.TR2021
The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network
Zijian Shi, Yu Chen, John Cartlidge
In an order-driven financial market, the price of a financial asset is discovered through the interaction of orders - requests to buy or sell at a particular price - that are poste…