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Wu, Qianfan

  1. Order Book Queue Hawkes-Markovian Modeling
    2021/07/20 by Protter, Philip, Wu, Qianfan, Yang, Shihao · 1 citation
    #62P05 (Primary) 62G05 (Secondary) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Trading and Market Microstructure (q-fin.TR)