{
  "id": 10351541,
  "title": "UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting",
  "url": "https://urgent.news/2026/09/25/uq-lob-uncertainty-aware-limit-order-book-mid-price-forecasting",
  "topic": "ai",
  "section": "AI",
  "published": "2026-09-25T16:33:23.000Z",
  "source": {
    "name": "arXiv cs.AI",
    "slug": "arxiv-cs-ai",
    "url": "https://arxiv.org/abs/2609.31491v1"
  },
  "original_language": "en",
  "account": null,
  "summary": "Forecasting short-horizon mid-price movements from limit order book (LOB) data is central to algorithmic trading, yet most deep LOB forecasters are point predictors: they output a direction or a displacement, but never indicate which of their forecasts can be trusted. We introduce UQ-LOB, a lightweight, encoder-agnostic uncertainty quantification module that attaches to any pretrained LOB encoder…",
  "key_points": [],
  "editors_take": null,
  "illustration": null,
  "coverage": {
    "outlets": 1,
    "also_reported_by": []
  },
  "ai_generated": true,
  "disclaimer": "Summaries, key points and the editor’s take are written by software from other outlets’ reporting and may contain errors — always check the linked original."
}