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Q5154366 - MaRDI portal

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scientific article; zbMATH DE number 7406161
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English
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scientific article; zbMATH DE number 7406161

    Statements

    author
    Kairat T. Mynbaev
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    publication date
    4 October 2021
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    zbMATH Keywords
    simulation
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    trade jump prediction
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    high-frequency trading
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    logistic regression
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    limit order book
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62F12
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    62G07
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    62G20
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    62J12
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    zbMATH DE Number
    7406161
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