Price jump prediction in limit order book

Ban Zheng 1, 2
1 S2A - Signal, Statistique et Apprentissage
LTCI - Laboratoire Traitement et Communication de l'Information
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https://hal.telecom-paristech.fr/hal-02286454
Contributor : Telecomparis Hal <>
Submitted on : Friday, September 13, 2019 - 3:46:15 PM
Last modification on : Thursday, October 17, 2019 - 12:37:02 PM

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  • HAL Id : hal-02286454, version 1

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Ban Zheng. Price jump prediction in limit order book. Quantitative Methods in Finance, Dec 2011, Sydney, Australia. ⟨hal-02286454⟩

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