Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model
Zijian Shi, John Cartlidge
| Year of publication: |
2024
|
|---|---|
| Authors: | Shi, Zijian ; Cartlidge, John |
| Subject: | agent-based model | deep diffusion probabilistic | limit order book | market simulation | model | neural point process | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Neuronale Netze | Neural networks | Theorie | Theory | Wertpapierhandel | Securities trading | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/isaf.1553 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014530827