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20122022
most citedThe Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective

8 citations · 16 across the 8 of their papers we have counts for

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stat.AP2022★ 6 cited

A dynamic extreme value model with applications to volcanic eruption forecasting

Michele Nguyen, Almut E. D. Veraart, Benoit Taisne +2

Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on G…