ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhang, Yichi, Cucuringu, Mihai, Shestopaloff, Alexander Y., Zohren, Stefan
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.20349