"Integrating Tick-level Data and Periodical Signal for High-frequency ..."

Jiafa He, Cong Zheng, Can Yang (2023)

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DOI: 10.48550/ARXIV.2306.17179

access: open

type: Informal or Other Publication

metadata version: 2023-07-03

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  - journals/corr/abs-2306-17179
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  - https://dblp.org/rec/journals/corr/abs-2306-17179
Jiafa He, Cong Zheng, Can Yang:
Integrating Tick-level Data and Periodical Signal for High-frequency Market Making. CoRR abs/2306.17179 (2023)

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