Order Book Queue Hawkes Markovian Modeling (Q6200514)
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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)
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22 March 2024
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Hawkes process
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order book modeling
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non-parametric estimation
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model selection
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