Universal features of price formation in financial markets: perspectives from deep learning

Keyphrases

• Specific Model 100%
• Universal Characteristic 100%
• Financial Markets 100%
• Deep Learning 100%
• Order Flow 100%
• Flow History 100%
• Price Formation 100%
• Market Perspectives 100%
• Path Dependence 50%
• Deep Learning Methods 50%
• Nonparametric 50%
• Prediction Accuracy 50%
• Training Data 50%
• Data Normalization 50%
• Volatility 50%
• Price Dynamics 50%
• Training Samples 50%
• Price Level 50%
• Sampling Accuracy 50%
• US Equities 50%
• Financial Data 50%
• Sector-specific 50%
• Training Results 50%
• Price Formation Model 50%
• Frequency Database 50%
• Large-scale Deep Learning 50%

Economics, Econometrics and Finance

• Financial Market 100%
• Price 100%
• New Orders 40%
• Time Series 20%
• Volatility 20%
• Price Level 20%
• Path Dependence 20%

Earth and Planetary Sciences

• Time Series 100%
• Financial Market 100%
• Price Dynamics 100%