(1)
Jiaying Jin; Tina Huang. Market Microstructure Risk Forecasting from Limit Order Books: Multi-Horizon Price-Move Classification and Volatility Estimation With DeepLOB-Style CNN–LSTM and Temporal Transformers. JACS 2023, 3 (12), 34-44. https://doi.org/10.69987/JACS.2023.31205.