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The cross-interval price impact model and its empirical analysis on cryptocurrency order book.

Bin TengSicong WangQinghua RenQi HaoYufeng Shi
Published in: Pers. Ubiquitous Comput. (2023)
Keyphrases
  • empirical analysis
  • theoretical analysis
  • objective function
  • high level
  • probability distribution
  • theoretical framework
  • database systems
  • hidden markov models
  • management system
  • book presents
  • book covers