Deep Unsupervised Anomaly Detection in High-Frequency Markets
Year of publication: |
[2023]
|
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Authors: | Poutré, Cédric ; Chételat, Didier ; Morales, Manuel |
Publisher: |
[S.l.] : SSRN |
Subject: | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 6, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4502662 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c38 ; C45 - Neural Networks and Related Topics ; c55 ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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