"How Robust are Limit Order Book Representations under Data Perturbation?"

Yufei Wu et al. (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-11-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2110-04752
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2110-04752
Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni, Manuela Veloso:
How Robust are Limit Order Book Representations under Data Perturbation? CoRR abs/2110.04752 (2021)

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