Pages that link to "Item:Q4619497"
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The following pages link to Modelling high-frequency limit order book dynamics with support vector machines (Q4619497):
Displaying 12 items.
- Machine learning and speed in high-frequency trading (Q2152342) (← links)
- Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics (Q4687620) (← links)
- Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data (Q5120733) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313) (← links)
- Encoding of high-frequency order information and prediction of short-term stock price by deep learning (Q5234374) (← links)
- Learning multi-market microstructure from order book data (Q5234377) (← links)
- ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS (Q6078283) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- A generative model of a limit order book using recurrent neural networks (Q6166215) (← links)
- Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book (Q6187364) (← links)
- Consistent causal inference for high-dimensional time series (Q6664676) (← links)
