Rebuilding the limit order book: sequential Bayesian inference on hidden states (Q2871430)
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scientific article; zbMATH DE number 6249309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rebuilding the limit order book: sequential Bayesian inference on hidden states |
scientific article; zbMATH DE number 6249309 |
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Rebuilding the limit order book: sequential Bayesian inference on hidden states (English)
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23 January 2014
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Bayesian inference
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belief propagation
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futures trading
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quantitative finance
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tracking
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