38 citations · 93 across the 6 of their papers we have counts for
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cs.AI2026
UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting
Derrick Gilchrist Edward Manoharan, Eljas Linna, Kestutis Baltakys +2
Forecasting short-horizon mid-price movements from limit order book (LOB) data is central to algorithmic trading, yet most deep LOB forecasters are point predictors: they output a…
cs.LG2026
Repurposing Deep Limit Order Book Forecasting for Scenario-Conditioned Market Impact Modeling
Eljas Linna, Kestutis Baltakys, Derrick Manoharan +2
Deep Limit Order Book forecasting models capture nonlinear market dynamics, but their ability to quantify the effects of counterfactual order book messages has not been systematica…