@article{ClusterLOB,
author = {Yichi Zhang and Mihai Cucuringu and Alexander Y. Shestopaloff and Stefan Zohren},
title = {ClusterLOB: enhancing trading strategies by clustering orders in limit order books},
journal = {Quantitative Finance},
volume = {0},
number = {0},
pages = {1--25},
year = {2026},
publisher = {Routledge},
doi = {10.1080/14697688.2026.2665153},
URL = {https://doi.org/10.1080/14697688.2026.2665153},
eprint = {https://doi.org/10.1080/14697688.2026.2665153}
}