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Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Hu, Tianzuo
Formato:	Preprint
Publicado:	2026
Materias:	Statistical Finance Trading and Market Microstructure
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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