"Non-parametric prediction of the mid-price dynamics in a limit order book."

Deepan Palguna, Ilya Pollak (2012)

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DOI: 10.1109/SSP.2012.6319852

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-25

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Deepan Palguna, Ilya Pollak:
Non-parametric prediction of the mid-price dynamics in a limit order book. SSP 2012: 896-899

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