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20172025
most citedBenchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods

118 citations · 167 across the 15 of their papers we have counts for

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q-fin.RM2025

Foundation Time-Series AI Model for Realized Volatility Forecasting

Anubha Goel, Puneet Pasricha, Martin Magris +1

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be…