Limit Order Book

The 'Limit Order Book' is a dataset that contains detailed information about buy and sell orders in financial markets, and it is used to evaluate forecasting models for financial time-series prediction.

Papers using Limit Order Book (3)

Data-driven Neural Architecture Learning For Financial Time-series Forecasting2019 · 8 citesHLOB -- Information Persistence and Structure in Limit Order Books2024 · 7 citesLow-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting2021 · 4 cites