Zihao Zhang
TitleCited byYear
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
Z Zhang, S Zohren, S Roberts
IEEE Transactions on Signal Processing, 2019
BDLOB: Bayesian deep convolutional neural networks for limit order books
Z Zhang, S Zohren, S Roberts
Third workshop on Bayesian Deep Learning (NeurIPS 2018), Montréal, Canada., 2018
Extending Deep Learning Models for Limit Order Books to Quantile Regression
Z Zhang, S Zohren, S Roberts
Proceedings of Time Series Workshop of the 36 th International Conference on …, 2019
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Articles 1–3