HLOB - Information Persistence and Structure in Limit Order Books.

Antonio Briola Silvia Bartolucci Tomaso Aste

Published 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