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"State Dependent Parallel Neural Hawkes Process for Limit Order Book Event ..."

Zijian Shi, John Cartlidge (2022)

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DOI: 10.1145/3534678.3539462

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Zijian Shi, John Cartlidge:
State Dependent Parallel Neural Hawkes Process for Limit Order Book Event Stream Prediction and Simulation. KDD 2022: 1607-1615

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