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"Non-parametric prediction of the mid-price dynamics in a limit order book."

Deepan Palguna, Ilya Pollak (2013)

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DOI: 10.1109/ITW.2013.6691299

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-22

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  dblp key:
  - conf/itw/PalgunaP13
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  - https://dblp.org/rec/conf/itw/PalgunaP13
Deepan Palguna, Ilya Pollak:
Non-parametric prediction of the mid-price dynamics in a limit order book. ITW 2013: 1-5

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