Learning multi-market microstructure from order book data (Q5234377)
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scientific article; zbMATH DE number 7110495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning multi-market microstructure from order book data |
scientific article; zbMATH DE number 7110495 |
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Learning multi-market microstructure from order book data (English)
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26 September 2019
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high-frequency data
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limit order book
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neural network
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lead-lag relationship
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market microstructure
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