Work

Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning

Year: 2018

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3141294

Authors: Justin Sirignano, Rama Cont

Institutions: University of Illinois Urbana-Champaign, Imperial College London, University of Oxford

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124496508

Cites: 34

Cited by: 44

Related to: 10