Limit Order Book Classification on FI-2010 h=10
40Accuracyh10 + TIP bias
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| h10 + TIP biasMetric role=scoped sanity check2025.05 | 40 | 16 | 38.3 | |
| Fixed h10Metric role=official fixed model2025.05 | 38 | 15.6 | 39.1 | |
| TIP-Search++Metric role=router timely service2025.05 | 24.4 | 23.9 | 96.2 |