@article{labelunbalanceinhighfrequencytrading,
  title = {Label Unbalance in High-frequency Trading},
  author = {Zijian Zhao and Xuming Zhang and Jiayu Wen and Mingwen Liu and Xiaoteng Ma},
  year = {2025},
  eprint = {2503.09988},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2503.09988v3},
}