"Non-parametric prediction in a limit order book."

Deepan Palguna, Ilya Pollak (2013)

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DOI: 10.1109/GLOBALSIP.2013.6737102

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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Deepan Palguna, Ilya Pollak:
Non-parametric prediction in a limit order book. GlobalSIP 2013: 1139

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