Hasil untuk "Recreation. Leisure"

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arXiv Open Access 2026
Measuring Social Integration Through Participation: Categorizing Organizations and Leisure Activities in the Displaced Karelians Interview Archive using LLMs

Joonatan Laato, Veera Schroderus, Jenna Kanerva et al.

Digitized historical archives make it possible to study everyday social life on a large scale, but the information extracted directly from text often does not directly allow one to answer the research questions posed by historians or sociologists in a quantitative manner. We address this problem in a large collection of Finnish World War II Karelian evacuee family interviews. Prior work extracted more than 350K mentions of leisure time activities and organizational memberships from these interviews, yielding 71K unique activity and organization names -- far too many to analyze directly. We develop a categorization framework that captures key aspects of participation (the kind of activity/organization, how social it typically is, how regularly it happens, and how physically demanding it is). We annotate a gold-standard set to allow for a reliable evaluation, and then test whether large language models can apply the same schema at scale. Using a simple voting approach across multiple model runs, we find that an open-weight LLM can closely match expert judgments. Finally, we apply the method to label the 350K entities, producing a structured resource for downstream studies of social integration and related outcomes.

en cs.CL
arXiv Open Access 2026
ReCreate: Reasoning and Creating Domain Agents Driven by Experience

Zhezheng Hao, Hong Wang, Jian Luo et al.

Large Language Model agents are reshaping the industrial landscape. However, most practical agents remain human-designed because tasks differ widely, making them labor-intensive to build. This situation poses a central question: can we automatically create and adapt domain agents in the wild? While several recent approaches have sought to automate agent creation, they typically treat agent generation as a black-box procedure and rely solely on final performance metrics to guide the process. Such strategies overlook critical evidence explaining why an agent succeeds or fails, and often require high computational costs. To address these limitations, we propose ReCreate, an experience-driven framework for the automatic creation of domain agents. ReCreate systematically leverages agent interaction histories, which provide rich concrete signals on both the causes of success or failure and the avenues for improvement. Specifically, we introduce an agent-as-optimizer paradigm that effectively learns from experience via three key components: (i) an experience storage and retrieval mechanism for on-demand inspection; (ii) a reasoning-creating synergy pipeline that maps execution experience into scaffold edits; and (iii) hierarchical updates that abstract instance-level details into reusable domain patterns. In experiments across diverse domains, ReCreate consistently outperforms human-designed agents and existing automated agent generation methods, even when starting from minimal seed scaffolds.

en cs.AI
arXiv Open Access 2026
Abstraction Beats Realism: Physiological Visualizations Enhance Arousal Synchrony in VR Concert Recreations

Xiaru Meng, Yulan Ju, Yan He et al.

Live cultural experiences like concerts generate shared physiological arousal among audience members, a collective resonance that contributes to their emotional power. Recreating such experiences in virtual reality therefore requires not just audiovisual fidelity, but reproduction of this physiological dimension. Yet current VR evaluation methods rely on post-hoc self-reports that interrupt immersion and cannot capture moment-to-moment arousal dynamics. We propose cross-temporal physiological synchrony as an unobtrusive methodology for evaluating VR cultural recreations: measuring how closely a VR participant's arousal patterns align with those of the original live audience. In a two-phase study, we recorded electrodermal activity from 40 live concert attendees, then created three VR recreations with varying abstraction levels (realistic 360-degree video, mixed video-plus-visualization, and fully abstract physiological representations) and measured synchrony with 22 laboratory participants using Dynamic Time Warping. Contrary to assumptions favoring realism, abstract visualizations achieved the strongest synchrony with live audiences. During musical climaxes, the abstract condition maintained correlation while realistic video showed none. These findings suggest that abstract physiological representations may be more effective than realistic footage for evoking authentic collective engagement in VR cultural recreations.

en cs.HC
DOAJ Open Access 2026
دور تمارين الإطالة والتحفيز العضلي في تحسين وظائف أوتار الركبة لدى لاعبي كرة القدم

Noor Abdul Qader Abdul Sattar

   يهدف البحث الحالي إلى دراسة دور تمارين الإطالة والتحفيز العضلي في تحسين وظائف أوتار الركبة لدى لاعبي كرة القدم، اعتمدت الباحثة في ذلك على المنهج التجريبي بتصميم المجموعة الواحدة وذلك لملائمة مشكلة البحث، تكونت عينة البحث من لاعبي نادي المقدادية لكرة القدم للموسم الرياضي 2023 وعددهم 23 لاعبًا، وكانت اهم الاستنتاجات: ساهمت ممارسة تمارين الإطالة بانتظام في زيادة مدى حركة الركبة وتقليل خطر الإصابات، وأوصت الباحثة بإدراج تمارين الإطالة والتحفيز العضلي ضمن برامج التدريب الدوري للاعبي كرة القدم.

DOAJ Open Access 2026
Hamstring Injuries: A Comprehensive Review of Current Treatment Options

Piotr Górka, Julia Frączek, Karolina Borówka et al.

Background: Hamstring muscle injuries (HMI) remain the most prevalent non-contact injury in high-speed sports, particularly football and athletics. Despite sports medicine advancements, HMI is characterised by high recurrence rates (12–33%), causing significant time loss and performance decrements. Aim: This paper provides a comprehensive literature review regarding the functional anatomy, risk factors, diagnostic classification, and evidence-based treatment strategies for HMI. Material and methods: A narrative literature review was conducted using PubMed and MEDLINE. We focused on high-quality studies (systematic reviews, randomised controlled trials, clinical guidelines) published between 2010 and 2025, covering conservative and surgical management. Results: The biceps femoris long head's bi-articular architecture and dual innervation predispose it to eccentric strain during sprinting. Diagnosis has evolved with the British Athletics Muscle Injury Classification (BAMIC), which identifies intratendinous involvement as predicting prolonged recovery. Conservative management remains the gold standard for mid-substance injuries; L-protocol (lengthening) and eccentric strengthening show superior outcomes over concentric training. Surgery is indicated for complete proximal avulsions or high-grade partial tears with retraction (>2 cm); acute repair yields better outcomes than chronic reconstruction. Conclusions: Effective HMI management requires a multimodal approach. While conservative care resolves most injuries, precise MRI diagnosis is crucial to identify surgical candidates early. Return to play must be criteria-based, prioritising restored eccentric strength, fascicle length, and sprint mechanics over time-based protocols or imaging clearance.

Sports, Sports medicine
S2 Open Access 2023
From Play in Nature, to Recreation then Vocation: A Developmental Model for Natural History-Oriented Environmental Professionals

J. J. James, R. Bixler, Carin E. Vadala

Abstract:Much research on environmental socialization and significant life experiences indicates the primacy of childhood play in wild environments in shaping later adult interest in wild places. Less is known about what happens after childhood. This study investigated the remembered childhood, teen and early adult years of young adults (age 19 to 35) involved with natural history professions and/or highly committed hobbyists, identified as exceptional by environmental leaders. A comparison group of disinterested individuals nominated by the same environmental leaders or identified through a screening questionnaire provided an additional contrast. A four-stage descriptive model emerged from the qualitative data. Participants' natural history involvement evolved from unstructured nature play, to structured recreation and school activities, eventually to natural history dominant professional and serious leisure identities. Results suggest that accumulation of experiences, a complementary interplay of nature-based recreation and formal nature study, interaction with different types of mentors in each stage, evolving environmentally focused activities and exploration of perceptual, physical and intellectual aspects of the environment are key components.

DOAJ Open Access 2025
Les terrains du « football du dimanche » : le stade René Corbelle à Bully-les-Mines (Pas-de-Calais)

Olivier Chovaux

L’histoire du football est autant écrite dans les grands stades des métropoles que dans ceux plus petits des villes moyennes ou des villages. Le bassin minier du nord de la France en offre un exemple tout à fait éclairant avec le stade de l’Étoile Sportive de Bully-les-Mines. Cette enceinte témoigne du dynamisme du football du Nord de la France dès la veille de la Grande Guerre et des aménagements et des œuvres sociales des Compagnies des Mines. Lieu autant de contrôle social que de réalisation de soi-même, le stade dont la tribune est achevée en 1927 est omnisport tout en devenant le terrain de l’ES Bully qui brille en Coupe de France. Aux heures de l’occupation allemande, le stade devient l’un des lieux de distraction en des temps difficiles. Il est aujourd’hui le théâtre du football amateur du dimanche.

Sports, Economic history and conditions
arXiv Open Access 2024
Neural-Polyptych: Content Controllable Painting Recreation for Diverse Genres

Yiming Zhao, Dewen Guo, Zhouhui Lian et al.

To bridge the gap between artists and non-specialists, we present a unified framework, Neural-Polyptych, to facilitate the creation of expansive, high-resolution paintings by seamlessly incorporating interactive hand-drawn sketches with fragments from original paintings. We have designed a multi-scale GAN-based architecture to decompose the generation process into two parts, each responsible for identifying global and local features. To enhance the fidelity of semantic details generated from users' sketched outlines, we introduce a Correspondence Attention module utilizing our Reference Bank strategy. This ensures the creation of high-quality, intricately detailed elements within the artwork. The final result is achieved by carefully blending these local elements while preserving coherent global consistency. Consequently, this methodology enables the production of digital paintings at megapixel scale, accommodating diverse artistic expressions and enabling users to recreate content in a controlled manner. We validate our approach to diverse genres of both Eastern and Western paintings. Applications such as large painting extension, texture shuffling, genre switching, mural art restoration, and recomposition can be successfully based on our framework.

en cs.CV, cs.GR
arXiv Open Access 2024
"We are at the mercy of others' opinion": Supporting Blind People in Recreational Window Shopping with AI-infused Technology

Rie Kamikubo, Hernisa Kacorri, Chieko Asakawa

Engaging in recreational activities in public spaces poses challenges for blind people, often involving dependency on sighted help. Window shopping is a key recreational activity that remains inaccessible. In this paper, we investigate the information needs, challenges, and current approaches blind people have to recreational window shopping to inform the design of existing wayfinding and navigation technology for supporting blind shoppers in exploration and serendipitous discovery. We conduct a formative study with a total of 18 blind participants that include both focus groups (N=8) and interviews for requirements analysis (N=10). We find that there is a desire for push notifications of promotional information and pull notifications about shops of interest such as the targeted audience of a brand. Information about obstacles and points-of-interest required customization depending on one's mobility aid as well as presence of a crowd, children, and wheelchair users. We translate these findings into specific information modalities and rendering in the context of two existing AI-infused assistive applications: NavCog (a turn-by-turn navigation app) and Cabot (a navigation robot).

en cs.HC, cs.AI
DOAJ Open Access 2024
The effect of Hydrogen-rich „Truskavetska” bottled water on the swimming stress test in female rats

Walery Zukow, Igor Popovych

Background and aim. Despite the use of drinking hydrogen rich water both in clinical and sports medicine, further research into the mechanisms of its beneficial effect remains relevant. We found that both Naftussya bioactive water per se and combined balneotherapy have an ambiguous effect on physical performance. It was also found that the preventive use of “Truskavetska” bottled water, the chemical composition of which is somewhat similar to that of Naftussya bioactive water, has both similar and different effects on the post-stress parameters of rats. We set ourselves the goal of finding out the possibility of correcting the effect of "Truskavetska" bottled water on the post-stressor state of the neuro-endocrine-immune complex, as well as the endurance of rats by enriching it with hydrogen. Material and methods. The experiment is at 26 female Wistar rats purposefully divided into three homogeneous (according to the swimming test and HRV parameters) groups. 5 animals remained intact with free access to regular daily water. Rats of the control group (n=4) for 7 days loaded through a tube with “Truskavetska” bottled table water (2 mL once), while the animals of main group (n=17) received the same water, but enriched with Hydrogen. After completing the preconditioning course, a repeated swimming stress test was performed. The next day after stressing, a number of parameters of the neuro-endocrine-immune complex and metabolism were recorded.  Results. Hydrogen rich water (HRW) minimizes the post-stressor increase in sympathetic tone and adrenal mass, and prevents the increase in catecholamines and corticosterone as well as plasma cells in the blood and rod-shaped neutrophils in the spleen. On the other hand, HRW prevents a post-stressor decrease in the intensity of macrophage phagocytosis and the bactericidal capacity of blood microphages, the content of lymphoblasts in the thymus, the activity of both antioxidant enzymes and vagal tone, and also minimizes the decrease in the content of eosinophils in the blood, non-alpha-lipoprotein cholesterol in the serum, and the mass of the spleen, in addition, the reduced content of plasma cells in the spleen reverses to an excess. Finally, the non-stress-responsive parameters of the control animals: the activity of AlT, CPhK, AsT and diene conjugates of the serum, the content of reticulocytes and Hassal’s bodies in the thymus - under the influence of HRW increase to one degree or another. Importantly, this also applies to the duration of swimming until exhaustion. A strong canonical correlation was found between the activity of antioxidant enzymes, on the one hand, and metabolic-endocrine (R=0.959) and immune (R=0.959) sets, on the other hand. Conclusion. Enrichment of "Truskavetska" bottled table water with hydrogen generally has a favorable effect on its stress-limiting and actotropic capacity, associated with antioxidant activity.

Education, Sports
arXiv Open Access 2023
M-ENIAC: A machine learning recreation of the first successful numerical weather forecasts

Rüdiger Brecht, Alex Bihlo

In 1950 the first successful numerical weather forecast was obtained by solving the barotropic vorticity equation using the Electronic Numerical Integrator and Computer (ENIAC), which marked the beginning of the age of numerical weather prediction. Here, we ask the question of how these numerical forecasts would have turned out, if machine learning based solvers had been used instead of standard numerical discretizations. Specifically, we recreate these numerical forecasts using physics-informed neural networks. We show that physics-informed neural networks provide an easier and more accurate methodology for solving meteorological equations on the sphere, as compared to the ENIAC solver.

en physics.ao-ph, cs.LG
arXiv Open Access 2023
Recreational Mobility Prior and During the COVID-19 Pandemic

Zahra Ghadiri, Afra Mashhadi, Marc Timme et al.

The COVID-19 pandemic and the resulting economic recession negatively affected many people's physical, social, and psychological health and has been shown to change population-level mobility, but little attention has been given to park visitations as an indicator. Estimating the frequency of park visitations from aggregated mobility data of all the parks in Washington State (USA), we study trends in park use one year prior to and two years during the COVID-19 pandemic. Our findings indicate that the gravity model is a robust model for the park visitation behavior in different spatial resolutions of city level and state level and different socio-economical classes. Incorporating network structure, our detailed analysis highlights that high-income level residents changed their recreational behavior by visiting their local parks more and a broader recreational options outside of their local census area; whereas the low-income residents changed their visitation behavior by reducing their recreational choices.

en physics.soc-ph, nlin.AO
arXiv Open Access 2023
Using Terrestrial Laser Scanning, Unmanned Aerial Vehicles and Mixed Reality Methodologies for Digital Survey, 3D Modelling and Historical Recreation of Religious Heritage Monuments

Aristeidis Zachos, Christos-Nikolaos Anagnostopoulos

Preserving and safeguarding the Cultural Heritage (CH) of our world from unforeseen hazards should be viewed as a collective responsibility for humanity. Consequently, there is a growing imperative for targeted measures aimed at conserving, rejuvenating, and safeguarding historical assets that carry cultural significance. In recent times, Terrestrial Laser Scanning (TLS), Unmanned Aerial Vehicle (UAV) Photogrammetry, and applications in Mixed Reality (MR) have assumed a pivotal role in the mapping, recording, preservation, and promotion of Cultural Heritage. This ar-ticle endeavors to present a comprehensive approach spanning from 3D surveying to the 3D representation and promotion of Religious Cultural Heritage, offering an overview of the applied methodologies. Through the integration of TLS and UAV photogrammetry techniques, a comprehensive digital record of Panagia Ekatontapyliani, the adjoining Church of Agios Nikolaos, and the Baptistery, along with their wall paintings (hagiographies) and natural surroundings, has been obtained. This record serves as the foundation for historical documentation and recreation using the HBIM concept, paving the way for the development of diverse Mixed Reality applications. These applications aim to enhance the visibility, accessibility, and visitability of the Monument.

en cs.OH
arXiv Open Access 2023
Physics-informed neural networks in the recreation of hydrodynamic simulations from dark matter

Zhenyu Dai, Ben Moews, Ricardo Vilalta et al.

Physics-informed neural networks have emerged as a coherent framework for building predictive models that combine statistical patterns with domain knowledge. The underlying notion is to enrich the optimization loss function with known relationships to constrain the space of possible solutions. Hydrodynamic simulations are a core constituent of modern cosmology, while the required computations are both expensive and time-consuming. At the same time, the comparatively fast simulation of dark matter requires fewer resources, which has led to the emergence of machine learning algorithms for baryon inpainting as an active area of research; here, recreating the scatter found in hydrodynamic simulations is an ongoing challenge. This paper presents the first application of physics-informed neural networks to baryon inpainting by combining advances in neural network architectures with physical constraints, injecting theory on baryon conversion efficiency into the model loss function. We also introduce a punitive prediction comparison based on the Kullback-Leibler divergence, which enforces scatter reproduction. By simultaneously extracting the complete set of baryonic properties for the Simba suite of cosmological simulations, our results demonstrate improved accuracy of baryonic predictions based on dark matter halo properties, successful recovery of the fundamental metallicity relation, and retrieve scatter that traces the target simulation's distribution.

en astro-ph.CO, astro-ph.GA
DOAJ Open Access 2023
Adverse skin reactions to antiepileptic drugs - a review

Michalina Gruszczyńska, Adam Jarzemski, Agnieszka Kolossa et al.

Introduction and objective: Treatment with antiepileptic drugs (AEDs) is frequently used all around the world. Just like in the course of all the drugs administration, side effects may appear, including characteristic side effects presenting on the skin. The aim of the study was to analyse adverse skin reactions to antiepileptic drugs, focusing on their epidemiology, symptoms and treatment. Methods: Databases including PubMed and Google Scholar were browsed using keywords. Description of the state of knowledge: The majority of adverse skin reactions (ASRs) constitute mild rashes and urticaria, however in about 10% cases severe reactions may occur, which can be life-threatening. They include Drug Reaction with Eosinophilia and Systemic Symptoms (DRESS), Stevens-Johnson syndrome (SJS), Toxic Epidermal Necrolysis (TEN), Serum Sickness and Serum Sickness - like Reactions and Drug Induced Vasculitis. In the course of TEN mortality rates are highest, however all reactions can be dangerous and treatment should be applied immediately. In mild and moderate cases drug withdrawal is usually sufficient, however more severe cases need to be treated with immunosuppressive agents. Summary: The awareness about possible adverse effects and their treatment is crucial as some can be life-threatening and immediate therapy increases the chance of recovery.

Education, Sports
DOAJ Open Access 2022
الإجراءات الوقائية لتجنب حدوث الإصابات أثناء ممارسة النشاط البدني و الرياضي في الوسط المدرسي

محمد بوقوفة

هدفت الدراسة إلى تحديد الإصابات الأكثر شيوعا في الوسط المدرسي و أسباب حدوثها و كذا الإجراءات الوقائية التي تسهم في التقليل من حدوثها أثناء ممارسة النشاط البدني و الرياضي ، و لتحقيق هذا الهدف استعنا في دراستنا بعينة قدرت بـ 360 تلميذ و تلميذة من الذين تعرضوا للإصابات أثناء ممارسة الأنشطة الرياضية في الوسط المدرسي ، و 90 أستاذ و 12 طبيب من أطباء الصحة المدرسية بولاية الشلف ومن أهم النتائج التي توصلنا إليها ، أن أسباب الإصابات الرياضية تعود إلى التصادم و الاحتكاك المباشر و إلى الأرضيات الغير مناسبة و عدم كفاية الإحماء ، و أهم الإجراءات التي تساهم في خفض نسب الإصابات الرياضية أثناء ممارسة النشاط البدني والرياضي التقيد بتعليمات الأستاذ وتوفير عوامل الأمن والسلامة من أدوات و أرضيات مناسبة للممارسة الرياضية و أداء الإحماء بشكل كافي

DOAJ Open Access 2022
Diferencias tácticas entre selecciones ganadoras y perdedoras en fútbol femenino de élite

yán Iván-Baragaño, Rubén Maneiro, Jose L. Losada et al.

La investigación en fútbol femenino ha aumentado de manera notable en los últimos años. A pesar de ello, en el ámbito del rendimiento táctico colectivo las publicaciones aún son escasas. El objetivo de este estudio fue analizar y describir cómo se produjeron las acciones ofensivas dinámicas en las selecciones ganadoras y perdedoras en la Copa Mundial Femenina de la FIFA Francia 2019 y establecer diferencias entre ambos grupos. Desde una metodología observacional, se elaboró un instrumento de observación ad hoc y se analizaron 1883 acciones ofensivas que tuvieron lugar en la fase final del campeonato. Se realizaron dos tipos de pruebas estadísticas para comprobar la existencia de diferencias entre grupos. Se aplicó la prueba chi-cuadrado para los criterios de tipo cualitativo y la prueba U de Mann Whitney para los criterios de tipo continuo con un nivel de significación p < .05. Se demostró la existencia de diferencias significativas para los siguientes criterios: temporalidad, resultado temporal, tiempo total de posesión, tiempo de posesión en campo rival, organización defensiva rival, zona de inicio en amplitud y resultado de la acción. Las selecciones que ganaron los partidos mostraron una mayor capacidad de desarrollar sus ataques en los primeros momentos de la primera y la segunda parte, así como una mayor calidad colectiva para mantener la posesión de balón en campo rival y finalizar sus acciones con éxito. Estos resultados pueden ser utilizados con el objetivo de implementar estrategias de entrenamiento y competición que permitan aumentar el rendimiento en fútbol femenino de élite

Special aspects of education, Sports
arXiv Open Access 2021
COVID-19 confines recreational gatherings in Seoul to familiar, less crowded, and neighboring urban areas

Jisung Yoon, Woo-Sung Jung, Hyunuk Kim

Recreational gatherings are sources of the spread of infectious diseases. Understanding the dynamics of recreational gatherings is essential to building effective public health policies but challenging as the interaction between people and recreational places is complex. Recreational activities are concentrated in a set of urban areas and establish a recreational hierarchy. In this hierarchy, higher-level regions attract more people than lower-level regions for recreational purposes. Here, using customers' motel booking records which are highly associated with recreational activities in Korea, we identify that recreational hierarchy, geographical distance, and attachment to a location are crucial factors of recreational gatherings in Seoul, Republic of Korea. Our analyses show that after the COVID-19 outbreak, people are more likely to visit familiar recreational places, avoid the highest level of the recreational hierarchy, and travel close distances. Interestingly, the recreational visitations were reduced not only in the highest but also in low-level regions. Urban areas at low levels of the recreational hierarchy were more severely affected by COVID-19 than urban areas at high and middle levels of the recreational hierarchy.

en physics.soc-ph
arXiv Open Access 2021
The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network

Zijian Shi, Yu Chen, John Cartlidge

In an order-driven financial market, the price of a financial asset is discovered through the interaction of orders - requests to buy or sell at a particular price - that are posted to the public limit order book (LOB). Therefore, LOB data is extremely valuable for modelling market dynamics. However, LOB data is not freely accessible, which poses a challenge to market participants and researchers wishing to exploit this information. Fortunately, trades and quotes (TAQ) data - orders arriving at the top of the LOB, and trades executing in the market - are more readily available. In this paper, we present the LOB recreation model, a first attempt from a deep learning perspective to recreate the top five price levels of the LOB for small-tick stocks using only TAQ data. Volumes of orders sitting deep in the LOB are predicted by combining outputs from: (1) a history compiler that uses a Gated Recurrent Unit (GRU) module to selectively compile prediction relevant quote history; (2) a market events simulator, which uses an Ordinary Differential Equation Recurrent Neural Network (ODE-RNN) to simulate the accumulation of net order arrivals; and (3) a weighting scheme to adaptively combine the predictions generated by (1) and (2). By the paradigm of transfer learning, the source model trained on one stock can be fine-tuned to enable application to other financial assets of the same class with much lower demand on additional data. Comprehensive experiments conducted on two real world intraday LOB datasets demonstrate that the proposed model can efficiently recreate the LOB with high accuracy using only TAQ data as input.

en q-fin.TR, cs.CE
arXiv Open Access 2021
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis

Zijian Shi, John Cartlidge

The limit order book (LOB) depicts the fine-grained demand and supply relationship for financial assets and is widely used in market microstructure studies. Nevertheless, the availability and high cost of LOB data restrict its wider application. The LOB recreation model (LOBRM) was recently proposed to bridge this gap by synthesizing the LOB from trades and quotes (TAQ) data. However, in the original LOBRM study, there were two limitations: (1) experiments were conducted on a relatively small dataset containing only one day of LOB data; and (2) the training and testing were performed in a non-chronological fashion, which essentially re-frames the task as interpolation and potentially introduces lookahead bias. In this study, we extend the research on LOBRM and further validate its use in real-world application scenarios. We first advance the workflow of LOBRM by (1) adding a time-weighted z-score standardization for the LOB and (2) substituting the ordinary differential equation kernel with an exponential decay kernel to lower computation complexity. Experiments are conducted on the extended LOBSTER dataset in a chronological fashion, as it would be used in a real-world application. We find that (1) LOBRM with decay kernel is superior to traditional non-linear models, and module ensembling is effective; (2) prediction accuracy is negatively related to the volatility of order volumes resting in the LOB; (3) the proposed sparse encoding method for TAQ exhibits good generalization ability and can facilitate manifold tasks; and (4) the influence of stochastic drift on prediction accuracy can be alleviated by increasing historical samples.

en q-fin.TR, cs.LG

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