A Deep Learning Approach to Estimating Fill Probabilities in a Limit Order Book

2021 ◽  
Author(s):  
Costis Maglaras ◽  
Ciamac C. Moallemi ◽  
Muye Wang
Keyword(s):  
Deep Learning ◽  
Limit Order Book ◽  
Order Book ◽  
Learning Approach ◽  
Limit Order

scholarly journals Using Deep Learning for price prediction by exploiting stationary limit order book features

2020 ◽  
Vol 93 ◽  
pp. 106401 ◽  
Author(s):  
Avraam Tsantekidis ◽  
Nikolaos Passalis ◽  
Anastasios Tefas ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
...  
Keyword(s):  
Deep Learning ◽  
Limit Order Book ◽  
Order Book ◽  
Limit Order ◽  
Price Prediction

scholarly journals Analyzing the Importance of Broker Identities in the Limit Order Book Through Deep Learning

Big Data ◽  
2020 ◽  
Author(s):  
Samuel Ping-Man Choi ◽  
Yin-Hei Chan ◽  
Sze-Sing Lam ◽  
Hie-Yiin Hung
Keyword(s):  
Deep Learning ◽  
Limit Order Book ◽  
Order Book ◽  
Limit Order
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