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Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model.
Zijian Shi
John Cartlidge
Published in:
Intell. Syst. Account. Finance Manag. (2024)
Keyphrases
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probabilistic model
neural network
network architecture
neural computation
diffusion process
bayesian networks
multi agent
simulation model
book covers
multi agent systems
software development
book presents
simulation models
agent based simulation
brownian motion