Daniel Libman, Simi Haber, Mary Schaps. Forecasting Quoted Depth With the Limit Order Book. Frontiers Artif. Intell., 4:667780, 2021. [doi]
@article{LibmanHS21,
title = {Forecasting Quoted Depth With the Limit Order Book},
author = {Daniel Libman and Simi Haber and Mary Schaps},
year = {2021},
doi = {10.3389/frai.2021.667780},
url = {https://doi.org/10.3389/frai.2021.667780},
researchr = {https://researchr.org/publication/LibmanHS21},
cites = {0},
citedby = {0},
journal = {Frontiers Artif. Intell.},
volume = {4},
pages = {667780},
}