Research on the Information Content of Limit Order Book from the Perspective of Deep Learning

Research on the Information Content of Limit Order Book from the Perspective of Deep Learning

Zhidong LIU, Zhuo YANG

China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (5) : 1408-1440.

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中国科学院数学与系统科学研究院期刊网

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China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (5) : 1408-1440. DOI: 10.12012/CJoE2024-0158

Research on the Information Content of Limit Order Book from the Perspective of Deep Learning

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2024, 4(5): 1408-1440 https://doi.org/10.12012/CJoE2024-0158

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