Learning to Predict Short-Term Volatility with Order Flow Image Representation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lensky, Artem, Hao, Mingyu
Format:	Preprint
Published:	2023
Subjects:	Risk Management Machine Learning Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2304.02472