vix.ing · top · new · best · stats · spec

Ban Zheng

  1. Price Jump Prediction in Limit Order Book
    2012/04/06 by Ban Zheng, Eric Moulines, Zheng, Ban +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR) #q-fin.TR