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Page 1
Mutual Information between Order Book Layers.
Libman D, Ariel G, Schaps M, Haber S. Libman D, et al. Among authors: haber s. Entropy (Basel). 2022 Feb 27;24(3):343. doi: 10.3390/e24030343. Entropy (Basel). 2022. PMID: 35327853 Free PMC article.
Volume Prediction With Neural Networks.
Libman D, Haber S, Schaps M. Libman D, et al. Among authors: haber s. Front Artif Intell. 2019 Oct 9;2:21. doi: 10.3389/frai.2019.00021. eCollection 2019. Front Artif Intell. 2019. PMID: 33733110 Free PMC article.
Forecasting Quoted Depth With the Limit Order Book.
Libman D, Haber S, Schaps M. Libman D, et al. Among authors: haber s. Front Artif Intell. 2021 May 11;4:667780. doi: 10.3389/frai.2021.667780. eCollection 2021. Front Artif Intell. 2021. PMID: 34046586 Free PMC article.