Universal features of price formation in financial markets : perspectives from deep learning
Year of publication: |
2019
|
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Authors: | Sirignano, Justin ; Cont, Rama |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 9, p. 1449-1459
|
Subject: | Deep learning | Financial econometrics | High-frequency data | Intraday data | Limit order book | Machine learning | Market microstructure | Price formation | Marktmikrostruktur | Finanzmarkt | Financial market | Börsenkurs | Share price | Künstliche Intelligenz | Artificial intelligence | Wertpapierhandel | Securities trading | Theorie | Theory |
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