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Limit Order Book Event Stream Prediction with Diffusion Model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zheng, Zetao, Li, Guoan, Ouyang, Deqiang, Liang, Decui, Shao, Jie
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
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