# Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book

> Research article (Mathematical Finance, 2023) · cited 28× · AI/ML

**Wikidata**: [openalex:W4385068299](https://www.wikidata.org/wiki/openalex:W4385068299)  
**Source**: https://4ort.xyz/entity/deep-order-flow-imbalance-extracting-alpha-at-multiple-horizons-from-the-limit-order-book