1.8k citations · 2.1k across the 7 of their papers we have counts for
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2 papers · 1 filter
q-fin.CP2018★ 292 cited
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
Zihao Zhang, Stefan Zohren, Stephen Roberts
We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to captur…
quant-ph2018★ 5 cited
Quantum codes from classical graphical models
Joschka Roffe, Stefan Zohren, Dominic Horsman +1
We introduce a new graphical framework for designing quantum error correction codes based on classical principles. A key feature of this graphical language, over previous approache…