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Ye-Sheen Lim
Publication Activity (10 Years)
Years Active: 2018-2021
Publications (10 Years): 7
Top Topics
High Frequencies
Multi Resolution Analysis
Subband
Subband Decomposition
Top Venues
CoRR
ESANN
ICAISC (1)
IJCNN
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Publications
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Ye-Sheen Lim
,
Denise Gorse
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow.
CoRR
(2021)
Ye-Sheen Lim
,
Denise Gorse
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow.
ICMLA
(2021)
Ye-Sheen Lim
,
Denise Gorse
Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow.
ICAISC (1)
(2020)
Ye-Sheen Lim
,
Denise Gorse
Deep Probabilistic Modelling of Price Movements for High-Frequency Trading.
CoRR
(2020)
Ye-Sheen Lim
,
Denise Gorse
Deep Probabilistic Modelling of Price Movements for High-Frequency Trading.
IJCNN
(2020)
Ye-Sheen Lim
,
Denise Gorse
Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow.
CoRR
(2020)
Ye-Sheen Lim
,
Denise Gorse
Reinforcement Learning for High-Frequency Market Making.
ESANN
(2018)