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09/28/2021
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow
Intra-day price variations in financial markets are driven by the sequen...
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03/31/2020
Deep Probabilistic Modelling of Price Movements for High-Frequency Trading
In this paper we propose a deep recurrent architecture for the probabili...
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03/31/2020
