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04/04/2023
Short-Term Volatility Prediction Using Deep CNNs Trained on Order Flow
As a newly emerged asset class, cryptocurrency is evidently more volatil...
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02/15/2022
Realistic Counterfactual Explanations by Learned Relations
Many existing methods of counterfactual explanations ignore the intrinsi...
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04/24/2020
A Trend-following Trading Indicator on Homomorphically Encrypted Data
Algorithmic trading has proliferated the area of quantitative finance fo...
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04/08/2016