most citedFisher Efficient Inference of Intractable Models

6 citations · 6 across the 3 of their papers we have counts for

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q-fin.TR2021

The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network

Zijian Shi, Yu Chen, John Cartlidge

In an order-driven financial market, the price of a financial asset is discovered through the interaction of orders - requests to buy or sell at a particular price - that are poste…