"Neural Marked Hawkes Process for Limit Order Book Modeling."

Guhyuk Chung, Yongjae Lee, Woo Chang Kim (2024)

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DOI: 10.1007/978-981-97-2259-4_15

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-17

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Guhyuk Chung, Yongjae Lee, Woo Chang Kim:
Neural Marked Hawkes Process for Limit Order Book Modeling. PAKDD (3) 2024: 197-209

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