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~accessRights:"free"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper"
~subject:"Volatilität"
~subject:"Wertpapierhandel"
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A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
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