Antonio Briola

University College London

Gower Street

London, WC1E 6BT

United Kingdom

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Scholarly Papers (1)

1.

Deep Learning Modeling of the Limit Order Book: A Comparative Perspective

Number of pages: 16 Posted: 15 Dec 2020
Antonio Briola, Jeremy Turiel and Tomaso Aste
University College London, University College London and University College London
Downloads 448 (93,234)

Abstract:

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Artificial Intelligence, Deep Learning, Econophysics, Financial Markets, Market Microstructure