"The Limit Order Book Recreation Model (LOBRM): An Extended Analysis."

Zijian Shi, John Cartlidge (2021)

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DOI: 10.1007/978-3-030-86514-6_13

access: closed

type: Conference or Workshop Paper

metadata version: 2021-09-20

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Zijian Shi, John Cartlidge:
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis. ECML/PKDD (4) 2021: 204-220

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