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September 25, 2026
cs.AI
UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting
Derrick Gilchrist Edward Manoharan
,
Eljas Linna
,
Kestutis Baltakys
,
Hao Dong
,
Juho Kanniainen
Original Abstract
Read on arXiv
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cs.AI
UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting - AI Research | One9Founders