A generative model of a limit order book using recurrent neural networks (Q6166215)
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scientific article; zbMATH DE number 7721482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generative model of a limit order book using recurrent neural networks |
scientific article; zbMATH DE number 7721482 |
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A generative model of a limit order book using recurrent neural networks (English)
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2 August 2023
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limit order book
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machine learning
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recurrent neural networks
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generative modelling
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high-frequency trading
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