@article{universalfeaturesofpriceformationin,
  title = {Universal features of price formation in financial markets: perspectives from Deep Learning},
  author = {Justin Sirignano and Rama Cont},
  year = {2018},
  eprint = {1803.06917},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1803.06917v1},
}