Jiaying Jin, and Tina Huang. 2023. “Market Microstructure Risk Forecasting from Limit Order Books: Multi-Horizon Price-Move Classification and Volatility Estimation With DeepLOB-Style CNN–LSTM and Temporal Transformers”. Journal of Advanced Computing Systems 3 (12): 34-44. https://ciajournal.com/index.php/JACS/article/view/372.