Universal features of price formation in financial markets: perspectives from deep learning (Q5234368)
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scientific article; zbMATH DE number 7110489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Universal features of price formation in financial markets: perspectives from deep learning |
scientific article; zbMATH DE number 7110489 |
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Universal features of price formation in financial markets: perspectives from deep learning (English)
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26 September 2019
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financial econometrics
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high-frequency data
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machine learning
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deep learning
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price formation
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market microstructure
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intraday data
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limit order book
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