Reference health
Improving Deep Learning of Alpha Term Structures from the Order Book
17/17 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 17 checked references that resolve
resolves10.1111/mafi.12413
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book
resolves10.1080/14697688.2019.1634277
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
resolves10.1080/14697688.2019.1622295
Universal features of price formation in financial markets: perspectives from deep learning
resolves10.1109/TNNLS.2018.2869225
Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
resolves10.1109/CBI.2017.23
Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks
The 38 references without a DOI — listed, not checked
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no DOI — not checkedAutoregressive Convolutional Neural Networks for Asynchronous Time Series
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no DOI — not checkedLanguage Models Are Few-Shot Learners
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no DOI — not checkedAttention-Based Models for Speech Recognition
no DOI — not checkedCross-Impact of Order Flow Imbalance in Equity Markets
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no DOI — not checkedMulti-Horizon Time Series Forecasting with Temporal Attention Learning
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no DOI — not checkedDeep Residual Learning for Image Recognition
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no DOI — not checkedRough Fractional Diffusions As Scaling Limits Of Nearly Unstable Heavy Tailed Hawkes Processes
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no DOI — not checkedGeorge van den Driessche, Thore Graepel, and Demis Hassabis
no DOI — not checkedSequence to Sequence Learning with Neural Networks
no DOI — not checkedUsing Deep Learning For Price Prediction By Exploiting Stationary Limit Order Book Features
no DOI — not checkedref50
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