"Dynamic Calibration of Order Flow Models with Generative Adversarial Networks."

Felix Prenzel et al. (2022)

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DOI: 10.1145/3533271.3561777

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-25

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Felix Prenzel, Rama Cont, Mihai Cucuringu, Jonathan Kochems:
Dynamic Calibration of Order Flow Models with Generative Adversarial Networks. ICAIF 2022: 446-453

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