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Conference papers

Price jump prediction in limit order book

Ban Zheng 1, 2
1 S2A - Signal, Statistique et Apprentissage
LTCI - Laboratoire Traitement et Communication de l'Information
2 TSI - Département Traitement du Signal et des Images
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Conference papers
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https://hal.telecom-paris.fr/hal-02286454
Contributor : Telecomparis Hal <>
Submitted on : Friday, September 13, 2019 - 3:46:15 PM
Last modification on : Wednesday, September 30, 2020 - 8:54:15 AM

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  • HAL Id : hal-02286454, version 1

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LTCI | CNRS | PARISTECH | INSTITUT-TELECOM | IDS | S2A

Citation

Ban Zheng. Price jump prediction in limit order book. Quantitative Methods in Finance, Dec 2011, Sydney, Australia. ⟨hal-02286454⟩

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