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Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model (2024)

First Author: Shi Z

Attributed to: AI for Collective Intelligence (AI4CI) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1002/isaf.1553

Publication URI: http://dx.doi.org/10.1002/isaf.1553

Type: Journal Article/Review

Parent Publication: Intelligent Systems in Accounting, Finance and Management

Issue: 2