HLOB -- Information Persistence and Structure in Limit Order Books

Fuente: arXiv

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Bibliographic Details
Main Authors:	Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.18938