Forecasting stock prices: Deep Learning and Full Order Book Dynamics

This paper examines the effectiveness of deep learning models in short-term stock price forecasting using full order book (FOB) data alongside traditional OHLCV features. Historical prices and order book data for 39 stocks over one month were collected, cleaned, and normalized to build three data...

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Autor principal: Dody, Léo
Formato: Article ou chapitre numérique
Lenguaje:Français
Publicado: 2026
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Acceso en línea:Accès Université d'Orléans et IFPM
Accès Université d'Orléans et IFPM

Internet

https://ezproxy.univ-orleans.fr/login?url=https://shs.cairn.info/journal-finance-2026-0-page-I55?lang=en
https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.3917/fina.pr.055