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High-Frequency Trading

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High-Frequency Trading

2 posts · 1 source
Lambda logoLambda
Lambda logoLambdaBlog17 Aug

A world model for market microstructure

Lambda logoLambdaBlog24 Jul

In high-frequency trading data, noise isn't the problem. Assumptions are.

Related topics

Variational Autoencoder (VAE)Market MicrostructureRepresentation LearningBayesian Framework

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