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Luca Lalor

  1. Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
    2025/02/24 by Luca Lalor, Lalor, Luca, Anatoliy Swishchuk +1 · 1 voice · 1 citation
    Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #Mathematical Finance (q-fin.MF) #q-fin.CP #q-fin.MF