Generating Realistic Stock Market Order Streams

Junyi Li, Xintong Wang, Yaoyang Lin, Arunesh Sinha, Michael P. Wellman. Generating Realistic Stock Market Order Streams. In The Thirty-Fourth AAAI Conference on Artificial Intelligence, AAAI 2020, The Thirty-Second Innovative Applications of Artificial Intelligence Conference, IAAI 2020, The Tenth AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2020, New York, NY, USA, February 7-12, 2020. pages 727-734, AAAI Press, 2020. [doi]

Abstract

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