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most citedLittle Help Makes a Big Difference: Leveraging Active Learning to Improve Unsupervised Time Series Anomaly Detection

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q-fin.TR2025

Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation

Hamza Bodor, Laurent Carlier

The Queue-Reactive model introduced by Huang et al. (2015) has become a standard tool for limit order book modeling, widely adopted by both researchers and practitioners for its si…