"Neural Marked Hawkes Process for Limit Order Book Modeling."

Guhyuk Chung, Yongjae Lee, Woo Chang Kim (2024)

Details and statistics

DOI: 10.1007/978-981-97-2259-4_15

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-17

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.