Pages that link to "Item:Q4555100"
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The following pages link to Modelling intensities of order flows in a limit order book (Q4555100):
Displayed 8 items.
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- A Few Simulation Results of Basic Models of Limit Order Books (Q5227351) (← links)
- STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL (Q5367502) (← links)
- A generative model of a limit order book using recurrent neural networks (Q6166215) (← links)