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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