Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model
Zijian Shi, John Cartlidge
Year of publication: |
2024
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Authors: | Cartlidge, John |
Published in: |
Intelligent systems in accounting, finance & management. - New York, NY [u.a.] : Wiley, ISSN 2160-0074, ZDB-ID 2379344-2. - Vol. 31.2024, 2, Art.-No. e1553, p. 1-29
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Subject: | agent-based model | deep diffusion probabilistic | limit order book | market simulation | model | neural point process | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Neuronale Netze | Neural networks | Wertpapierhandel | Securities trading | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Marktmikrostruktur | Market microstructure |
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