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Forecasting High Frequency Order Flow Imbalance using Hawkes Processes

Crossref DOI link: https://doi.org/10.1007/s10614-025-11039-3

Published Online: 2025-07-08

Published Print: 2026-01

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Nittur Anantha, Aditya https://orcid.org/0009-0004-8662-6924
Jain, Shashi
Funding

Funding for this research was provided by:

SigmaQuant Technologies Pvt. Ltd.
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Text and Data Mining valid from 2025-07-08

Version of Record valid from 2025-07-08
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Article History

Accepted: 24 June 2025

First Online: 8 July 2025