| { |
| "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" |
| ] |
| } |
|
|
