JIAYING JIN; TINA HUANG. Market Microstructure Risk Forecasting from Limit Order Books: Multi-Horizon Price-Move Classification and Volatility Estimation with DeepLOB-Style CNN–LSTM and Temporal Transformers. Journal of Advanced Computing & Intelligent Systems, [S. l.], v. 3, n. 12, p. 34–44, 2023. Disponível em: https://learnedvertex.com/index.php/JACIS/article/view/372. Acesso em: 6 oct. 2026.