Volume Prediction With Neural Networks. - Daniel Libman; Simi Haber; Mary Schaps (Frontiers Artif. Intell., 2019)

Forecasting Quoted Depth With the Limit Order Book. - Daniel Libman; Simi Haber; Mary Schaps (Frontiers Artif. Intell., 2021)

Mutual Information between Order Book Layers. - Daniel Libman; Gil Ariel; Mary Schaps; Simi Haber (Entropy, 2022)