# The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network

> Research article (Proceedings of the AAAI Conference on Artificial Intelligence, 2021) · cited 12× · AI/ML

**Wikidata**: [openalex:W3111441088](https://www.wikidata.org/wiki/openalex:W3111441088)  
**Source**: https://4ort.xyz/entity/the-lob-recreation-model-predicting-the-limit-order-book-from-taq-history-using-an-ordinary-differential-equation-recurr