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Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model.
Jean-Noël Tuccella
Philip Nadler
Ovidiu Serban
Published in:
CoRR (2021)
Keyphrases
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computational model
management system
database
genetic algorithm
search engine
website
high level
mathematical model
data mining
artificial neural networks
cost function
probabilistic model
probability distribution
data mining techniques
anomaly detection