Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow.

Ye-Sheen Lim Denise Gorse

Published in: ICMLA (2021)

Keyphrases

computer vision
database
simulation model
databases
artificial intelligence
e learning
image segmentation
multiscale
objective function
motion estimation
text mining
data driven
maximum likelihood
generative model
mathematical model