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Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods

Fuente: arXiv

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Bibliographic Details
Main Authors:	Tsaknaki, Ioanna-Yvonni, Lillo, Fabrizio, Mazzarisi, Piero
Format:	Preprint
Published:	2023
Subjects:	Trading and Market Microstructure Econometrics
Online Access:	Acceder al recurso
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