Fuglesangs Allé 4
Aarhus V, 8210
Aarhus University - Department of Economics and Business Economics
U.S. equity market data, TAQ, marketable order execution identifier, NBBO, participant timestamp, SIP timestamp, dissemination latency, sequence errors, on- and off-exchange trade signing.
variable importance, out-of-sample performance, Shapley value, loss function, machine learning, inflation
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