Pages that link to "Item:Q4554472"

The following pages link to Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model (Q4554472):

Displaying 3 items.

• A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
• State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
• Deep learning for limit order books (Q5234311) (← links)