Deep learning for limit order books
Year of publication: |
2019
|
---|---|
Authors: | Sirignano, Justin A. |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 4, p. 549-570
|
Subject: | Big data | Data science | Deep learning | High-frequency | Limit order market | Machine learning | Order book | Künstliche Intelligenz | Artificial intelligence | Wertpapierhandel | Securities trading | Big Data | Marktmikrostruktur | Market microstructure |
-
Machine learning and speed in high-frequency trading
Arifovic, Jasmina, (2022)
-
Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N., (2023)
-
Universal features of price formation in financial markets : perspectives from deep learning
Sirignano, Justin, (2019)
- More ...
-
Inference for large financial systems
Giesecke, Kay, (2019)
-
Large portfolio asymptotics for loss from default
Giesecke, Kay, (2015)
-
Large-scale loan portfolio selection
Sirignano, Justin A., (2016)
- More ...