Work

Predicting Trade Signals from Level-2 Limit Order Book Data Using Time Series Models and Profit Simulation

Year: 2025

Type: conference-paper

Source: International Conference on Computational Modelling, Simulation and Optimization (ICCMSO)

DOI: 10.1109/iccmso67468.2025.00023

Authors: Suhas Uttarala, Alan Liu, Ziyi Yang, Prajwel Venkatasubramaniyan

Institution: University of Bristol

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4412803750

FWCI:

Cites: 9

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Related to: 10