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"DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting ..."
Defu Cao et al. (2022)
- Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko, Yan Liu:
DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift. CoRR abs/2211.11513 (2022)
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