Rebuilding the limit order book: sequential Bayesian inference on hidden states (Q2871430): Difference between revisions

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+High-frequency trading in a limit order book
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+Q5483032
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+A Stochastic Model for Order Book Dynamics
@@ Property / cites work: A Stochastic Model for Order Book Dynamics / rank @@
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+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
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+Q4863755
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