HLOB - Information Persistence and Structure in Limit Order Books.
Antonio BriolaSilvia BartolucciTomaso AstePublished in: CoRR (2024)
Keyphrases
- information processing
- structural features
- temporal information
- information sources
- higher level
- information systems
- artificial intelligence
- structural information
- clustering algorithm
- digital libraries
- contextual information
- network structure
- learning algorithm
- raw data
- prior information
- global information
- database