LOB
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Move Prediction | LOB-P | E[Acc]59.73 | 19 | |
| Time-series forecasting | LOB | RMSE0.116 | 17 | |
| System-level data generation | LOB | Marginal1.242 | 17 | |
| Inference Scheduling for Limit Order Book Prediction | LOB FI-2010 Binance local (test) | Accuracy99.8 | 8 | |
| Next-move prediction | LOB-P | Acc@179.98 | 8 |
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