"Intra-Day Price Simulation with Generative Adversarial Modelling of the ..."

Ye-Sheen Lim, Denise Gorse (2021)

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DOI: 10.1109/ICMLA52953.2021.00068

access: closed

type: Conference or Workshop Paper

metadata version: 2022-02-01

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Ye-Sheen Lim, Denise Gorse:
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. ICMLA 2021: 397-402

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