Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics (Q4687620)
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scientific article; zbMATH DE number 6952616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics |
scientific article; zbMATH DE number 6952616 |
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Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics (English)
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12 October 2018
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compound Poisson processes
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first passage time
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likelihood estimator
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stochastic model
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