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Briola, Antonio, Bartolucci, Silvia and Aste, Tomaso (2025) HLOB–Information persistence and structure in limit order books. Expert Systems With Applications, 266. ISSN 0957-4174
Frigg, Roman ORCID: 0000-0003-0812-0907
(2006)
Chaos and randomness: An equivalence proof of a generalised version of the Shannon entropy and the Kolmogorov-Sinai entropy for Hamiltonian dynamical systems.
Chaos, Solitons and Fractals, 28 (1).
pp. 26-31.
ISSN 0960-0779
Koukorinis, Andreas, Peters, Gareth W. and Germano, Guido (2025) Generative-discriminative machine learning models for high-frequency financial regime classification. Methodology and Computing in Applied Probability, 27 (2). ISSN 1387-5841
Shi, Xiangting, Wang, Xiaochen, Zhang, Yakang, Zhang, Xiaoyi, Yu, Manning and Zhang, Lihao (2025) Innovative novel regularized memory graph attention capsule network for financial fraud detection. PLOS ONE, 20 (5). ISSN 1932-6203