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Pakkanen, Mikko

  1. The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective
    2022/11/24 by Lucchese, Lorenzo, Pakkanen, Mikko, Veraart, Almut · 3 citations
    #Computational Finance (q-fin.CP) #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)