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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
Posts
Future Blog Post
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Blog Post number 4
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 2
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
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portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
A Benchmark for Limit Order Book (LOB) Forecasting Deep Learning Models
Published in Submitted to NeurIPS, 2024
We propose a comprehensive benchmark to evaluate the performance of deep learning models on LOB data. Our work makes three significant contributions: (i) we construct a futures LOB dataset and evaluate state-of-the-art LOB models on this dataset; (ii) we present the first benchmark study to evaluate prediction models on both primary LOB prediction tasks: mid-price trend prediction and mid-price return forecasting; and (iii) we assess the performance of general-purpose time series forecasting models on LOB data. Our empirical results highlight the value of our constructed futures LOB dataset, demonstrating a performance gap between the commonly used open-source stock LOB dataset and our futures dataset. Most importantly, the results unequivocally demonstrate that LOB-aware model design is essential for achieving optimal prediction performance on LOB datasets.
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talks
Talk 1 on Relevant Topic in Your Field
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Conference Proceeding talk 3 on Relevant Topic in Your Field
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This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.