Using full limit order book for price jump prediction (Q5154366)
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scientific article; zbMATH DE number 7406161
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Using full limit order book for price jump prediction |
scientific article; zbMATH DE number 7406161 |
Statements
4 October 2021
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simulation
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trade jump prediction
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high-frequency trading
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logistic regression
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limit order book
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0.7375903129577637
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0.7192549705505371
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0.7183614373207092
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0.7179622650146484
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