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DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift.
Defu Cao
Yousef El-Laham
Loc Trinh
Svitlana Vyetrenko
Yan Liu
Published in:
CoRR (2022)
Keyphrases
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theoretical analysis
benchmark datasets
computational cost
data structure
neural network
real world
computational complexity
optimization problems
database
data sets
machine learning
genetic algorithm
learning algorithm
search algorithm
machine learning algorithms