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Get real: realism metrics for robust limit order book market simulations.

Svitlana VyetrenkoDavid ByrdNick PetosaMahmoud MahfouzDanial DervovicManuela VelosoTucker Balch
Published in: ICAIF (2020)
Keyphrases
  • neural network
  • data mining
  • machine learning
  • social networks
  • computationally efficient
  • similarity measure
  • software engineering
  • book presents
  • key concepts
  • book covers