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

Ye-Sheen Lim, Denise Gorse (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-10-04

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2109-13905
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2109-13905
Ye-Sheen Lim, Denise Gorse:
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. CoRR abs/2109.13905 (2021)

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