SHI, Z.; CHEN, Y.; CARTLIDGE, J. The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network. Proceedings of the AAAI Conference on Artificial Intelligence, [S. l.], v. 35, n. 1, p. 548-556, 2021. DOI: 10.1609/aaai.v35i1.16133. Disponível em: Acesso em: 15 jul. 2024.