Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371)
From MaRDI portal
scientific article; zbMATH DE number 7110491
Language | Label | Description | Also known as |
---|---|---|---|
English | Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics |
scientific article; zbMATH DE number 7110491 |
Statements
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (English)
0 references
26 September 2019
0 references
liquidity demand and supply curves
0 references
order splitting strategy
0 references
vector functional autoregression
0 references
liquidity forecasting
0 references
time series
0 references
0 references
0 references
0 references