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"Get real: realism metrics for robust limit order book market simulations."

Svitlana Vyetrenko et al. (2020)

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DOI: 10.1145/3383455.3422561

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-08

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  dblp key:
  - conf/icaif/VyetrenkoBPMDVB20
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  - https://dblp.org/rec/conf/icaif/VyetrenkoBPMDVB20
Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch:
Get real: realism metrics for robust limit order book market simulations. ICAIF 2020: 2:1-2:8

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