Order Book Queue Hawkes Markovian Modeling (Q6200514)

From MaRDI portal
Revision as of 21:25, 30 April 2024 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7822811
Language Label Description Also known as
English
Order Book Queue Hawkes Markovian Modeling
scientific article; zbMATH DE number 7822811

    Statements

    Order Book Queue Hawkes Markovian Modeling (English)
    0 references
    0 references
    0 references
    0 references
    22 March 2024
    0 references
    Hawkes process
    0 references
    order book modeling
    0 references
    non-parametric estimation
    0 references
    model selection
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references