"Forecasting Quoted Depth With the Limit Order Book."

Daniel Libman, Simi Haber, Mary Schaps (2021)

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DOI: 10.3389/FRAI.2021.667780

access: open

type: Journal Article

metadata version: 2022-04-09

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Daniel Libman, Simi Haber, Mary Schaps:
Forecasting Quoted Depth With the Limit Order Book. Frontiers Artif. Intell. 4: 667780 (2021)

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