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Universal features of price formation in financial markets : perspectives from deep learning
Sirignano, Justin; Cont, Rama - In: Quantitative finance 19 (2019) 9, pp. 1449-1459
Persistent link: https://www.econbiz.de/10012194797
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Analysis and modeling of client order flow in limit order markets
Cont, Rama; Cucuringu, Mihai; Glukhov, Vacslav; … - In: Quantitative finance 23 (2023) 2, pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
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Cross-impact of order flow imbalance in equity markets
Cont, Rama; Cucuringu, Mihai; Zhang, Chao - In: Quantitative finance 23 (2023) 10, pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165