Early Detection of Latent Microstructure Regimes in Limit Order Books

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hiremath, Prakul Sunil, Hiremath, Vruksha Arun
Format:	Preprint
Published:	2026
Subjects:	Machine Learning Trading and Market Microstructure Methodology I.2.6; G.3; J.1
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.20949