On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354)
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scientific article; zbMATH DE number 7447499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach |
scientific article; zbMATH DE number 7447499 |
Statements
On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (English)
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17 December 2021
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collaborative filtering
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high-frequency data
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latent factor models
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limit-order book
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liquidity
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market quality
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matrix completion
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volatility
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recommender systems
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