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Analyzing the Importance of Broker Identities in the Limit Order Book Through Deep Learning.
Samuel Ping-Man Choi
Yin-Hei Chan
Sze Sing Lam
Hie-Yiin Hung
Published in:
Big Data (2021)
Keyphrases
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deep learning
decision making
multiscale
feature space
natural language processing
higher order
maximum likelihood