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Search: subject:"Fill probabilities"
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Fill probabilities
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Deep attentive survival analysis in limit order books : estimating
fill
probabilities
with convolutional-transformers
Arroyo, Álvaro
;
Cartea, Álvaro
;
Moreno-Pino, Fernando
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10014551895
Saved in:
2
A deep learning approach to estimating
fill
probabilities
in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
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