Limit Order Book Classification on FI-2010 h=10
40Accuracy
h10 + TIP bias
Updated 1mo ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2025.05 | 40 | 16 | 38.3 | |
2025.05 | 38 | 15.6 | 39.1 | |
2025.05 | 24.4 | 23.9 | 96.2 |
h10 + TIP bias
| Method | Links | |||
|---|---|---|---|---|
2025.05 | 40 | 16 | 38.3 | |
2025.05 | 38 | 15.6 | 39.1 | |
2025.05 | 24.4 | 23.9 | 96.2 |