A deep learning approach to estimating fill probabilities in a limit order book (Q5051972)
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scientific article; zbMATH DE number 7620639
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A deep learning approach to estimating fill probabilities in a limit order book |
scientific article; zbMATH DE number 7620639 |
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A deep learning approach to estimating fill probabilities in a limit order book (English)
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18 November 2022
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fill probabilities
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limit order book
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neural network
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simulation
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0.90600526
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0.8592733
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0.85927105
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0.85414445
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0.8515273
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0.84762204
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