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pro vyhledávání: '"Sjogren, Myles"'
Autor:
Sjogren, Myles, DeLise, Timothy
High frequency financial data is burdened by a level of randomness that is unavoidable and obfuscates the task of modelling. This idea is reflected in the intraday evolution of limit orders book data for many financial assets and suggests several jus
Externí odkaz:
http://arxiv.org/abs/2110.07075
