The Limit Order Book Recreation Model (LOBRM): An Extended Analysis.

Zijian Shi John Cartlidge

Published in: ECML/PKDD (4) (2021)

Keyphrases

image analysis
probabilistic model
computational model
mathematical model
data sets
theoretical analysis
database
experimental data
machine learning
similarity measure
bayesian networks
prior knowledge
cost function
hidden markov models
formal model