2 papers
q-fin.CP2025
Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning
Yushi Lin, Peng Yang
Trade-based manipulation (TBM) undermines the fairness and stability of financial markets drastically. Spoofing, one of the most covert and deceptive TBM strategies, exhibits compl…
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…