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"version": "tbd-accepted-20261027",
"release_date": "2026-10-27",
"manuscript_title": "Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking",
"authors": [
"Muyao Zhong",
"Yushi Lin",
"Peng Yang"
],
"manuscript_revision": "2026-08-07 final-revision-v5",
"publication_status": "Accepted by IEEE Transactions on Big Data; publication details pending",
"data_repository": "mythezone/LOBench-A-share-processed",
"data_base_commit": "8bb099ee92f2ad24ed7b07d51c2a6d19c47d5436",
"data_tensors_changed": false,
"validation": {
"unit_tests_passed": 18,
"cpu_smoke_test": "Passed: 24 windows, 3 main encoders, 3 prediction settings, recovery losses, 9 architecture adapters",
"full_paper_experiments_rerun": false
},
"packaging_changes": [
"public alias identifiers and portable configuration paths",
"natural_train_idx fallback when legacy train_idx is absent",
"shared normalization-manifest reader for architecture coverage",
"relative trading-day groups for public data",
"tests and reproduction documentation"
]
}
|