most citedLearning to Predict Short-Term Volatility with Order Flow Image Representation

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q-fin.RM2023★ 1 cited

Learning to Predict Short-Term Volatility with Order Flow Image Representation

Artem Lensky, Mingyu Hao

Introduction: The paper addresses the challenging problem of predicting the short-term realized volatility of the Bitcoin price using order flow information. The inherent stochasti…