Deep Hawkes process for high-frequency market making
Crossref DOI link: https://doi.org/10.1007/s42786-024-00049-8
Published Online: 2024-04-26
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kumar, Pankaj http://orcid.org/0000-0003-4546-9016
Funding for this research was provided by:
Copenhagen Business School
Text and Data Mining valid from 2024-04-26
Version of Record valid from 2024-04-26
Article History
Received: 23 June 2021
Accepted: 15 February 2024
First Online: 26 April 2024