{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:5I75L2HHKVBCCZGWGIHTRLK4YA","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"6b71c405994d453f0b0600d90c5a1855403c9e43db7f67accc33148ce1a08a1d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2018-08-10T18:36:49Z","title_canon_sha256":"dcd345c98c0d6438cbd826a4559b75fce480538c9a4331d685c8c17b7d8e2c26"},"schema_version":"1.0","source":{"id":"1808.03668","kind":"arxiv","version":6}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1808.03668","created_at":"2026-07-05T00:35:18Z"},{"alias_kind":"arxiv_version","alias_value":"1808.03668v6","created_at":"2026-07-05T00:35:18Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1808.03668","created_at":"2026-07-05T00:35:18Z"},{"alias_kind":"pith_short_12","alias_value":"5I75L2HHKVBC","created_at":"2026-07-05T00:35:18Z"},{"alias_kind":"pith_short_16","alias_value":"5I75L2HHKVBCCZGW","created_at":"2026-07-05T00:35:18Z"},{"alias_kind":"pith_short_8","alias_value":"5I75L2HH","created_at":"2026-07-05T00:35:18Z"}],"graph_snapshots":[{"event_id":"sha256:10c35c2accef704149d21d7659e7316b2db695d18d269b62e8ce440308eb8673","target":"graph","created_at":"2026-07-05T00:35:18Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/1808.03668/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as LSTM modules to capture longer time dependencies. The proposed network outperforms all existing state-of-the-art algorithms on the benchmark LOB dataset [1]. In a more realistic setting, we test our model by using one year market quotes from the London Stock Exchange and the model delivers a remarkably stable out-of-sample prediction accuracy for a variety o","authors_text":"Stefan Zohren, Stephen Roberts, Zihao Zhang","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2018-08-10T18:36:49Z","title":"DeepLOB: Deep Convolutional Neural Networks for Limit Order Books"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.03668","kind":"arxiv","version":6},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:b4f9b96cbc7065ee1289002d4b6a1d8ada44b2b24aeb892db5dd1f484e96519a","target":"record","created_at":"2026-07-05T00:35:18Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"6b71c405994d453f0b0600d90c5a1855403c9e43db7f67accc33148ce1a08a1d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2018-08-10T18:36:49Z","title_canon_sha256":"dcd345c98c0d6438cbd826a4559b75fce480538c9a4331d685c8c17b7d8e2c26"},"schema_version":"1.0","source":{"id":"1808.03668","kind":"arxiv","version":6}},"canonical_sha256":"ea3fd5e8e755422164d6320f38ad5cc003fb326f93ecbb6de1db3685dde74206","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"ea3fd5e8e755422164d6320f38ad5cc003fb326f93ecbb6de1db3685dde74206","first_computed_at":"2026-07-05T00:35:18.237150Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T00:35:18.237150Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"d122209v5pVIYqVzn/SAR8fraahFclFRSk/HH5u+m2EfkvdZ5O5Di3Z/uGHRQRSQtZ3XHQJjLcw/q0U7Hj7sCQ==","signature_status":"signed_v1","signed_at":"2026-07-05T00:35:18.237633Z","signed_message":"canonical_sha256_bytes"},"source_id":"1808.03668","source_kind":"arxiv","source_version":6}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:b4f9b96cbc7065ee1289002d4b6a1d8ada44b2b24aeb892db5dd1f484e96519a","sha256:10c35c2accef704149d21d7659e7316b2db695d18d269b62e8ce440308eb8673"],"state_sha256":"02bed9dbf25a095fbc07ba9950a3813d4850d7239526aaa4eeb716b89164899b"}