Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
Year of publication: |
[2023]
|
---|---|
Authors: | Tsaknaki, Ioanna-Yvonni ; Lillo, Fabrizio ; Mazzarisi, Piero |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 5, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4500960 [DOI] |
Classification: | C24 - Truncated and Censored Models ; C41 - Duration Analysis ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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