Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bodor, Hamza, Carlier, Laurent
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.08822