Zihao Zhang and Stefan Zohren design multi-horizon forecasting models for limit order book (LOB) data by using deep learning techniques. Unlike standard structures where a single prediction is made, ...

A limit order book is a record of outstanding limit orders, which are buy and sell orders that are to be executed at pre-specified prices or better.

Through the partnership, users will be able to access deep historical order book data and run advanced models in a Python-native environment. In 2024, Optiver and CTC Venture Capital became the latest ...