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- W3208458197 abstract "With the rise of computing and artificial intelligence, advanced modeling and forecasting has been applied to High Frequency markets. A crucial element of solid production modeling though relies on the investigation of data distributions and how they relate to modeling assumptions. In this work we investigate volume distributions during anomalous price events and show how their tail exponents" @default.
- W3208458197 created "2021-11-08" @default.
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- W3208458197 date "2021-01-01" @default.
- W3208458197 modified "2023-09-27" @default.
- W3208458197 title "Self-organised criticality in high frequency finance: the case of flash crashes" @default.
- W3208458197 hasPublicationYear "2021" @default.
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