Pith. sign in

Paper Citation Record · LEDGER

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking

As of 17 August 2026, this Paper Citation Record lists 62 of 62 outbound references and 0 inbound Pith citation observations for arXiv:2505.02139.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2505.02139 v1

Coverage vector

measured 62 of 62 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-16T01:04:03.781222Z

measured 62 of 62 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

62 of 62 outbound references displayed

  • verified exact1
  • verified fuzzy50
  • unresolved11
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 764bd209-a147-4279-900a-75a44d4d793d · outbound

This paper cites Cambridge University Press, 2016.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Cambridge University Press, 2016

Reference 1

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.630094Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.539461Z digest=sha256:196d419c698a6a950e0758316916c4fc0ba24d7e770a24d03d9b8015dd92305b

Observation 9e9183d6-5a26-40e6-9fe9-4b1748e2d6de · outbound

This paper cites Limit order book as a market for liquidity.The review of financial studies, 18(4):1171–1217, 2005.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Limit order book as a market for liquidity.The review of financial studies, 18(4):1171–1217, 2005

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.615103Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.544848Z digest=sha256:b8c76447101f74040dffc0f1b086a2f4c20074cd5a045e14350aa888dda2641d

Observation e2c57cf3-d3fe-4ec7-bb01-7334967952ba · outbound

This paper cites Preis, S.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Preis, S

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.601861Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.549003Z digest=sha256:791e677ca447d70f453ed5c6339e9f469d106a1897fabd7a7d71a88949b4e878

Observation 24343869-d91d-4569-afcb-51921c81da04 · outbound

This paper cites Benchmark dataset for mid-price forecasting of limit order book data with machine learning methods.Journal of Forecasting, 37(8):852–866, 2018.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Benchmark dataset for mid-price forecasting of limit order book data with machine learning methods.Journal of Forecasting, 37(8):852–866, 2018

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.588881Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.553127Z digest=sha256:e2fe911268b758a83075e223bf24d72b3ef5518f3d4492b1b272c750ca795c48

Observation bc79784c-105b-484b-b9ea-c1854d5106db · outbound

This paper cites TCN-LOB: Temporal convolutional network for limit order books.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking TCN-LOB: Temporal convolutional network for limit order books

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.575597Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.557542Z digest=sha256:1e323f91083966ded4854cabd5595468748ba973863abbfb4938ee1acd7465e4

Observation c71bca68-86b0-40e0-8742-b9d660edb1c4 · outbound

This paper cites High-dimensional hawkes processes for limit order books: modelling, empirical analysis and numerical calibration.Quantitative Finance, 18(2):249–264, 2018.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking High-dimensional hawkes processes for limit order books: modelling, empirical analysis and numerical calibration.Quantitative Finance, 18(2):249–264, 2018

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.562416Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.561771Z digest=sha256:b8adae134ecd007d1a63d4fbe6a49c3d3f940571f0f7de5731602dac09bd48eb

Observation e01de5df-c2bf-4c3d-b8e1-7bb3e7915d8b · outbound

This paper cites A dynamic model of the limit order book.The Review of Financial Studies, 22(11):4601–4641, 2009.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking A dynamic model of the limit order book.The Review of Financial Studies, 22(11):4601–4641, 2009

Reference 7

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.566451Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.566451Z digest=sha256:838aa067562bb4e0d4a60baa582addfb6edebb540c56436c73771407aff9409b

Observation fd8daf31-01f0-49af-b4ea-adcd34661822 · outbound

This paper cites The price impact of order book events: market orders, limit orders and cancellations.Quantitative Finance, 12(9):1395–1419, 2012.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking The price impact of order book events: market orders, limit orders and cancellations.Quantitative Finance, 12(9):1395–1419, 2012

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.539853Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.570517Z digest=sha256:1e506e8f81083faeb2afe370b07a936e8015db792669d2d096bfe00bd401ca95

Observation 38b55ea9-4872-483f-9e6d-ba0ad78bdbec · outbound

This paper cites Using deep learning to detect price change indications in financial markets.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Using deep learning to detect price change indications in financial markets

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.527067Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.574226Z digest=sha256:40816ca874a418af5a59166789e084147069c66dd9a35d412d93471089ad0129

Observation 3522004f-2012-4da3-abed-e5883a044968 · outbound

This paper cites Using deep learning for price prediction by exploiting stationary limit order book features.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Using deep learning for price prediction by exploiting stationary limit order book features

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.514208Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.578278Z digest=sha256:643256bced240da7afda4ad44f383d214af149d396d3849a4990de91e386d1c6

Observation e6d2c4e7-1ca7-4eed-8aba-8511226b8bec · outbound

This paper cites Machine learning for forecasting mid-price movements using limit order book data.Ieee Access, 7:64722–64736, 2019.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Machine learning for forecasting mid-price movements using limit order book data.Ieee Access, 7:64722–64736, 2019

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.501247Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.582399Z digest=sha256:4401e5890a905ea492d56f4adb34d2916d4b24d09b9483d07a7f54f2806f6b9d

Observation 062ca928-b5ee-4aaa-8ca6-518cb71507a9 · outbound

This paper cites Transformers for limit order books.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Transformers for limit order books

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.488224Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.586285Z digest=sha256:bbaf784c730f802bfb34b6bfecf77d5fb8bc0d4885698fd25e5abad50915f625

Observation 1f83ff00-5593-43c3-8b27-60706314bc1a · outbound

This paper cites Deepattentivesurvivalanalysisinlimit order books: Estimating fill probabilities with convolutional-transformers.Quantitative Finance, 24(1):35–57, 2024.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deepattentivesurvivalanalysisinlimit order books: Estimating fill probabilities with convolutional-transformers.Quantitative Finance, 24(1):35–57, 2024

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.475124Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.590360Z digest=sha256:e7903c577ecede99c48f6254d9bbd25564f89d8b67fb903dbb1572bac43df09a

Observation bda0ec64-f522-45a4-8049-031bd704d001 · outbound

This paper cites A survey on machine learning models for financial time series forecasting.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking A survey on machine learning models for financial time series forecasting

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.462419Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.594288Z digest=sha256:1599d65749a5351059721970523343dfe681fc79bb9ced8b3c7bd2702ffe0a11

Observation fdefcf56-fe49-429f-9870-0da1ec3e845f · outbound

This paper cites Limit order books.Quantitative Finance, 13(11):1709–1742, 2013.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Limit order books.Quantitative Finance, 13(11):1709–1742, 2013

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.449636Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.598352Z digest=sha256:b17d084c3bb285d18284c6d5a3175bf7db27173179489a1fa3a1f38f17dcaa1b

Observation 28db4192-6cc6-4425-91cc-7999486daf14 · outbound

This paper cites SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation

Reference 16

Resolution
verified exact
local_arxiv, observed 2026-08-16T01:04:03.915181Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.602369Z digest=sha256:7eea3c3587d18645e16184404035fc0fbd23bfdf78219b7709ca9c05c9b268ff

Observation f27f077c-247c-4204-9c85-fde42d1e93ea · outbound

This paper cites The frontier of simulation-based inference.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking The frontier of simulation-based inference

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.436745Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.606533Z digest=sha256:231edd31bf016e648a355357a8550d7a6c96ecf4cfdd6f37b40ec591364fd5c0

Observation 5746af9a-d408-4408-b051-1dfc64ac90d4 · outbound

This paper cites Cambridge University Press, 2018.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Cambridge University Press, 2018

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.423793Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.610555Z digest=sha256:c5c8af65d96fea3f749d152cd54faba246b32e746935c2d3f4c5d8fa34177517

Observation 8d21cccc-7da5-4e3e-8a58-ca03193da3b1 · outbound

This paper cites Multi-modalfinancialtime-seriesretrievalthroughlatentspaceprojections.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Multi-modalfinancialtime-seriesretrievalthroughlatentspaceprojections

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.410212Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.614004Z digest=sha256:3b98b12f975cb52ee802e4911d2606265227e42c246a37fcfd24b6443e1691f6

Observation 786a00a8-aa78-4d88-84ab-c2b38251730a · outbound

This paper cites Deeplob: Deep convolutional neural networks for limit order books.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deeplob: Deep convolutional neural networks for limit order books

Reference 20

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.397626Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.618065Z digest=sha256:67d93f2531f2c079d87097b1f81d0d67e185a437c7ebb2df1f73f66695f5408e

Observation c0fde366-e919-47ea-a618-6f4f4374f167 · outbound

This paper cites SimLOB: Learning representations of limited order book for financial market simulation.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking SimLOB: Learning representations of limited order book for financial market simulation

Reference 21

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.384499Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.621527Z digest=sha256:a0bb83c55ba5f17cf5c27033a98e0acbf5e4f296b3e01795be23d0fff03ea41f

Observation fbc6bd36-f875-412d-be43-388c18c2f5c4 · outbound

This paper cites Prediction for time series with cnn and lstm.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Prediction for time series with cnn and lstm

Reference 22

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.370867Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.625085Z digest=sha256:f342baaadcdc6b09936a6aeb50d5c29e2388a45c852e5bf3cec8a7fb3dd5f68a

Observation 99d1b9cd-a7dd-433e-8b68-e9f7ba2dcb01 · outbound

This paper cites Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy

Reference 23

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.628475Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.628475Z digest=sha256:6e29efcee8b69dee26ef2d16beda60930614275c593add27734f95c65e553b4e

Observation 972b48d0-b5b3-4551-8b37-5080cf47340a · outbound

This paper cites Liquidity fluctuations and the latent dynamics of price impact.Quantitative Finance, 22(1):149–169, 2022.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Liquidity fluctuations and the latent dynamics of price impact.Quantitative Finance, 22(1):149–169, 2022

Reference 24

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.357958Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.632180Z digest=sha256:78926655d610dafc45a512128a552b90c36ce5f56b41aea0557bd94feb378182

Observation a45c89b4-9572-459d-855e-73e89fadcb69 · outbound

This paper cites A stochastic model for order book dynamics.Operations research, 58(3):549–563, 2010.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking A stochastic model for order book dynamics.Operations research, 58(3):549–563, 2010

Reference 25

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.345047Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.635701Z digest=sha256:3c144e704496bd5327a16f8b054e9222156114e1b845285eb13b5dd07031d75a

Observation 4223d336-99c9-4c48-ae40-7d9f9f20b8a2 · outbound

This paper cites Financial time series forecasting with deep learning : A systematic literature review: 2005–2019.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Financial time series forecasting with deep learning : A systematic literature review: 2005–2019

Reference 26

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.332034Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.639287Z digest=sha256:e062ae78208fd77b9449964272413a655e37e8eafbbf7e8c0b150234ad929328

Observation cb077c82-540a-4597-9b1c-68cf24adf8ed · outbound

This paper cites Raim: Recurrent attentive and intensive model of multimodal patient monitoring data.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Raim: Recurrent attentive and intensive model of multimodal patient monitoring data

Reference 27

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.318357Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.642767Z digest=sha256:e5154fcb77f76d5309dfb8d736708cfc26ec12b50704320c3636293c80847e55

Observation abac7d23-b7ac-4bbe-a0cd-36badb2f9858 · outbound

This paper cites Multiple-timescale feature learning strategy for valve stiction detection based on convolutional neural network.IEEE/ASME Transactions on Mechatronics, 27(3):1478–1488, 2021.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Multiple-timescale feature learning strategy for valve stiction detection based on convolutional neural network.IEEE/ASME Transactions on Mechatronics, 27(3):1478–1488, 2021

Reference 28

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.304389Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.646561Z digest=sha256:5874ab135c2171352796043c4defd0368ea549c163a99391cec30b32b004f2dd

Observation cb1f534a-dab6-43ed-93e7-04c335b9b492 · outbound

This paper cites Msgnet: Learning multi-scale inter-series correlations for multivariate time series forecasting.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Msgnet: Learning multi-scale inter-series correlations for multivariate time series forecasting

Reference 29

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.290923Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.650575Z digest=sha256:a3263a9299a574235c429d0f10def2f7fc038ef955a7b313e4fe897f7d8bb3d1

Observation f71c9a60-04e1-42aa-966e-a641d2c40c8c · outbound

This paper cites TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting

Reference 30

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.654459Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.654459Z digest=sha256:12867c2e9a0cc0df346a82a0b3e17dd8bf3239d76a1e0f063c20ca6990cdc3e9

Observation 4b4f5bd5-7cf8-469b-b9f3-2ab5fd86375c · outbound

This paper cites Bakeoffredux: areviewandexperimentalevaluation of recent time series classification algorithms.Data Mining and Knowledge Discovery, 38(4):1958–2031, 2024.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Bakeoffredux: areviewandexperimentalevaluation of recent time series classification algorithms.Data Mining and Knowledge Discovery, 38(4):1958–2031, 2024

Reference 31

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.277530Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.658560Z digest=sha256:b95b8b02282656fe1b787a830a15f35f638ab5526c7cde22854884421cc0c2a8

Observation f88524d3-d9ed-4454-aff5-6a609b5b4b1f · outbound

This paper cites Deep learning for time series classification and extrinsic regression: A current survey.ACM Computing Surveys, 56(9):1–45, 2024.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deep learning for time series classification and extrinsic regression: A current survey.ACM Computing Surveys, 56(9):1–45, 2024

Reference 32

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.264340Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.662490Z digest=sha256:134c475adce82870dc3bd039d136ea73c74b4b810d7ff1a94a7a858d82f1b13e

Observation 573efc66-cbfe-41b5-a56c-db4c1480e606 · outbound

This paper cites an unresolved cited work.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Unresolved cited work

Reference 33

Resolution
unresolved
raw_fallback, observed 2026-08-16T01:04:04.251640Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.666323Z digest=sha256:483a7b025865f8eec424381e79976eda4e237ef9b5d71d293ef39d84c41880b9

Observation 6b7e59c5-f2ad-4fae-b906-b06b05caf63e · outbound

This paper cites Deep learning for anomaly detection in time-series data: Review, analysis, and guidelines.IEEE access, 9:120043–120065, 2021.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deep learning for anomaly detection in time-series data: Review, analysis, and guidelines.IEEE access, 9:120043–120065, 2021

Reference 34

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.238610Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.670179Z digest=sha256:11e16f592c117966d511b63c60c88c81ef46f4080586d58521921dd3f77aad0e

Observation c1b1589c-f260-4a82-90e1-112d9f5be4b4 · outbound

This paper cites Self-supervised learning for time series analysis: Taxonomy, progress, and prospects.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Self-supervised learning for time series analysis: Taxonomy, progress, and prospects

Reference 35

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.225407Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.674197Z digest=sha256:3f03d3a474ea680b0676a28865383f086a953d814896e0fb65309be72dfa2aff

Observation 897b2dce-cf36-4b45-a9a4-d5be9966eb14 · outbound

This paper cites Deep time series models: A comprehensive survey and benchmark.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deep time series models: A comprehensive survey and benchmark

Reference 36

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.212286Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.678231Z digest=sha256:3b00d4499798c49368edf91675ef5ca3cc7c940415c0aa5ee3cafd97a8254dc6

Observation 520704f9-5cee-4f1a-872f-0f745702afbe · outbound

This paper cites Universal time-series representation learning: A survey.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Universal time-series representation learning: A survey

Reference 37

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.198988Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.682377Z digest=sha256:e7e3ed68d0382a18c03d459ad7f7877295421b04f1f809860b43a2f61dd1c9b2

Observation ab9974f9-5545-4978-b1c3-68dfef70d76b · outbound

This paper cites Lstm-based vae-gan for time-series anomaly detection.Sensors, 20(13):3738, 2020.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Lstm-based vae-gan for time-series anomaly detection.Sensors, 20(13):3738, 2020

Reference 38

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.186134Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.686279Z digest=sha256:f6e0d5bd625cf09432e72fc47742a6a951c68f8b25b4dceee7ff2d77e1b34b4d

Observation e3dad0a4-2190-46ea-b430-cc2b7d197920 · outbound

This paper cites A comparative analysis of arima, gru, lstm and bilstm on financial time series forecasting.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking A comparative analysis of arima, gru, lstm and bilstm on financial time series forecasting

Reference 39

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.173002Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.690294Z digest=sha256:f4b6cbbd7d676d85626ea6cb38ac120400d08021c8e98fd071f5ef42d0cecd49

Observation 68f41fcf-2ec5-4935-a9f5-927305992e58 · outbound

This paper cites A review of recurrent neural network-based methods in computational physiology.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking A review of recurrent neural network-based methods in computational physiology

Reference 40

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.159596Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.694046Z digest=sha256:ba2e135093ee7627f003375182746b9a55ab83f0eeca7e0f5681979e2bd9d6c5

Observation 4ca4e84e-0286-431d-8be0-f3cfa6ffc730 · outbound

This paper cites Atransformer- based framework for multivariate time series representation learning.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Atransformer- based framework for multivariate time series representation learning

Reference 41

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.145913Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.697938Z digest=sha256:82422135f93269261077552b77bf87f13f4059690b0228b5b1f7edbe457289c2

Observation 8c113921-ea01-4f6c-867e-47533288540b · outbound

This paper cites A cnn–lstm model for gold price time-series forecasting.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking A cnn–lstm model for gold price time-series forecasting

Reference 42

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.131925Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.701770Z digest=sha256:226453443f69872958489858676ded54ddaa26ecfca2ef7b9d5541b56c43dd2b

Observation 4f6f4614-ed5d-481c-ad50-026aeebfd30b · outbound

This paper cites Bidirectional lstm-rnn-based hybrid deep learning frameworks for univariate time series classification.The Journal of Supercomputing, 77:7021–7045, 2021.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Bidirectional lstm-rnn-based hybrid deep learning frameworks for univariate time series classification.The Journal of Supercomputing, 77:7021–7045, 2021

Reference 43

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.118094Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.705680Z digest=sha256:4736af120cdd0a8b3212cdd5e8db944ac0890e0811c7304e0156317b5cd38af0

Observation 05138d9f-16c2-41ac-bf87-241a408aee1d · outbound

This paper cites Evolving cnn-lstm models for time series prediction using enhanced grey wolf optimizer.IEEE access, 8:161519–161541, 2020.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Evolving cnn-lstm models for time series prediction using enhanced grey wolf optimizer.IEEE access, 8:161519–161541, 2020

Reference 44

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.104284Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.709545Z digest=sha256:240735e3fc209855678ad39ed8496588e93275ef01c4ab2624954100461c9ef2

Observation d1e6fc8c-c39e-4798-9297-f5ea49f78ba0 · outbound

This paper cites Deep LOB trading: Half a second please! 213:118899.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deep LOB trading: Half a second please! 213:118899

Reference 45

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.090172Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.713676Z digest=sha256:87ba5af4d434af77973d8bdfe18f8de6da21db57e304b6641b929de260b9cd8a

Observation 14aaf7eb-35b3-4121-86c2-146eded70a65 · outbound

This paper cites Quantfactor reinforce: Mining steady formulaic alpha factors with variance-bounded reinforce, 2024.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Quantfactor reinforce: Mining steady formulaic alpha factors with variance-bounded reinforce, 2024

Reference 46

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.077344Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.717529Z digest=sha256:6c56dafd4219ee4e29a93ce9d9d74e252fdf841bcf376a7d4f6ede508792039b

Observation add4dcf2-9f22-435f-9c09-b04d55392431 · outbound

This paper cites Limit order book simulations: A review.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Limit order book simulations: A review

Reference 47

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.063895Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.721489Z digest=sha256:3b5bdbef574cc4c3635df2103d0c4f6592bc59a6393672053282814fab4f46d4

Observation 8ab7ad82-b569-4cc1-927e-2c6f186ae904 · outbound

This paper cites Alleviating non-identifiability: a high-fidelity calibration objective for financial market simulation with multivariate time series data, 2025.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Alleviating non-identifiability: a high-fidelity calibration objective for financial market simulation with multivariate time series data, 2025

Reference 48

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.050465Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.725404Z digest=sha256:0350586dff0d7cb47c155436516a2e4ca22ab6c17ecd2772f70b85b9ec9f2bcc

Observation 60502d93-158f-4928-9427-2af57c736b52 · outbound

This paper cites Towards calibrating financial market simulators with high- frequency data, 2025.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Towards calibrating financial market simulators with high- frequency data, 2025

Reference 49

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.036466Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.729312Z digest=sha256:e67db12f62d5d96e6a0748539a26b5639b304c2d8696de212bff9ac4fd15a222

Observation 7e1e3f81-bad1-4ef2-bd11-355457668597 · outbound

This paper cites Deep learning for time series classification: a review.Data mining and knowledge discovery, 33(4):917–963, 2019.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deep learning for time series classification: a review.Data mining and knowledge discovery, 33(4):917–963, 2019

Reference 50

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.733154Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.733154Z digest=sha256:f945eb5d4c410ccdc480f0303d15c0e42b4f94a7bde5b3874fc39a189e7e3129

Observation d2f4fc89-952b-4ff8-8e5c-9c9301ca4c40 · outbound

This paper cites Anomaly Detection in Univariate Time-series: A Survey on the State-of-the-Art.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Anomaly Detection in Univariate Time-series: A Survey on the State-of-the-Art

Reference 51

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.737209Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.737209Z digest=sha256:367caf2707de7260b8589f57f943eadd08a117151f21cd24d813b1abf7f41fc6

Observation 235b95a3-3b70-48dc-a0f7-35b5949a04a8 · outbound

This paper cites Time-series forecasting with deep learning: a survey.Philosophical Transactions of the Royal Society A, 379(2194):20200209, 2021.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Time-series forecasting with deep learning: a survey.Philosophical Transactions of the Royal Society A, 379(2194):20200209, 2021

Reference 52

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.741963Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.741963Z digest=sha256:833ed00ee5d0a3a0fc97ecd902baad8cd65af55ea3a20a417ada98c6cd29f2db

Observation 48c783e2-262b-4acd-90d7-b518a38948a0 · outbound

This paper cites Deep learning for time series forecasting: a survey.Big Data, 9(1):3–21, 2021.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deep learning for time series forecasting: a survey.Big Data, 9(1):3–21, 2021

Reference 53

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:04.003185Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.746160Z digest=sha256:f9bfe6414e739aec003edb31bbacdf248041bb01d8a37d3584a0f5ca7f69f080

Observation 8668bc9c-fb4a-4990-bb9c-f3d500ce8878 · outbound

This paper cites Transformers in Time Series: A Survey.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Transformers in Time Series: A Survey

Reference 54

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.750182Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.750182Z digest=sha256:880a992fc9143f6e32d5c1db2436ecb4386bed54788a48e1ad22620774ea7b7a

Observation 3c10c144-0acd-4a8f-bd10-aac93bdd7756 · outbound

This paper cites Exploring progress in multivariate time series forecasting: Comprehensive benchmarking and heterogeneity analysis.IEEE Transactions on Knowledge and Data Engineering, 2024.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Exploring progress in multivariate time series forecasting: Comprehensive benchmarking and heterogeneity analysis.IEEE Transactions on Knowledge and Data Engineering, 2024

Reference 55

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:03.986293Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.754490Z digest=sha256:a8fcfcb1c9933cc64d1613db932549f186659c41ba0e960e386f99ae4c907183

Observation 33be62fa-5767-4a57-8b74-8bf42b2b576e · outbound

This paper cites Unsupervised Representation Learning for Time Series: A Review.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Unsupervised Representation Learning for Time Series: A Review

Reference 56

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.758481Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.758481Z digest=sha256:b47744a2ebd3d3f87785e9935ee44af7153a59b869bc733fa97afe7faad7c07e

Observation 10869167-160e-4d6c-8a93-fd54c4274542 · outbound

This paper cites Deep Time Series Models: A Comprehensive Survey and Benchmark.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deep Time Series Models: A Comprehensive Survey and Benchmark

Reference 57

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.762841Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.762841Z digest=sha256:5734b0892c5543d5beb10c7c686ae6d7b28b3a046158d74d1965578278fd84aa

Observation cf854997-f0d9-4d79-9276-bd14e09168ae · outbound

This paper cites Lob-based deep learning models for stock price trend prediction: a benchmark study.Artificial Intelligence Review, 57(5):1–45, 2024.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Lob-based deep learning models for stock price trend prediction: a benchmark study.Artificial Intelligence Review, 57(5):1–45, 2024

Reference 58

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:03.972066Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.766960Z digest=sha256:a19eca6a163fc940f96a1def7220b02a591f5882a3c9d01735930c7ee07c10d1

Observation 6d5cd53a-5e73-4dee-a539-474f64a0eb02 · outbound

This paper cites Howtoevaluate trading strategies: Single agent market replay or multiple agent interactive simulation?, 2019.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Howtoevaluate trading strategies: Single agent market replay or multiple agent interactive simulation?, 2019

Reference 59

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:03.957748Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.770417Z digest=sha256:17d3d43f2eeb4cc035d21a48853e1bb9ded482e2600790cf2600d46a07f9cfe6

Observation 9dc5a4d8-f16b-4b9d-ac84-186fb51df943 · outbound

This paper cites iTransformer: Inverted transformers are effective for time series forecasting.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking iTransformer: Inverted transformers are effective for time series forecasting

Reference 60

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:03.943228Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.773904Z digest=sha256:3889f87f525a1ad0a21112bb55e8f0a7c862c89288fae67ad9db56f69d6c29cf

Observation 2644dcf4-a253-4b0f-9aa8-b4765715aa88 · outbound

This paper cites TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis

Reference 61

Resolution
unresolved
no resolver link, observed 2026-08-16T01:04:03.777460Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T01:04:03.777460Z digest=sha256:ec1f23ee04f1a0ef441ced094ab1d8955169b274947a9d15e1d3a064597da847

Observation 4f03006b-9467-4176-8cdb-5b9b94f281fb · outbound

This paper cites Deeplearningforanomalydetectioninmultivariatetimeseries: Approaches,applications, and challenges.Information Fusion, 91:93–102, 2023.

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Deeplearningforanomalydetectioninmultivariatetimeseries: Approaches,applications, and challenges.Information Fusion, 91:93–102, 2023

Reference 62

Resolution
verified fuzzy
raw_fallback, observed 2026-08-16T01:04:03.929760Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-16T01:04:03.781222Z digest=sha256:b2527c1a8c3c7c486218e7036423228adc14896d5fde39a55007eb5424b6a332

Pith citing papers

No inbound Pith citation observations are available.