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Market impact analysis via deep learned architectures

Li, XD; Cao, JJ; Pan, ZQ

Cao, JJ (reprint author), Wuhan Univ Technol, Sch Logist Engn, Wuhan, Hubei, Peoples R China.

NEURAL COMPUTING & APPLICATIONS, 2019; 31 (10): 5989

Abstract

How to deeply process market data sources and build systems to process accurate market impact analysis is an attractive problem. In this paper, we bui......

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