Dynamic Calibration of Order Flow Models with Generative Adversarial Networks.

Felix Prenzel Rama Cont Mihai Cucuringu Jonathan Kochems

Published in: ICAIF (2022)

Keyphrases

dynamic environments
data mining
statistical models
video sequences
prior knowledge
complex systems
data driven
fully connected
network design
experimental data
parameter estimation
model selection
data sets
probabilistic model
social networks
information retrieval
neural network