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"How informative is the Order Book Beyond the Best Levels? Machine Learning ..."

Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis (2022)

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DOI: 10.48550/ARXIV.2203.07922

access: open

type: Informal or Other Publication

metadata version: 2022-03-28

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  - journals/corr/abs-2203-07922
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  - https://dblp.org/rec/journals/corr/abs-2203-07922
Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis:
How informative is the Order Book Beyond the Best Levels? Machine Learning Perspective. CoRR abs/2203.07922 (2022)

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