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cs.CE2025
Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking
Muyao Zhong, Yushi Lin, Peng Yang
The Limit Order Book (LOB), the mostly fundamental data of the financial market, provides a fine-grained view of market dynamics while poses significant challenges in dealing with…
cs.CE2025
Time Series Analysis in Frequency Domain: A Survey of Open Challenges, Opportunities and Benchmarks
Qianru Zhang, Yuting Sun, Honggang Wen +6
Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theo…