Ye-Sheen Lim, Denise Gorse. Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. In M. Arif Wani, Ishwar K. Sethi, Weisong Shi, Guangzhi Qu, Daniela Stan Raicu, Ruoming Jin, editors, 20th IEEE International Conference on Machine Learning and Applications, ICMLA 2021, Pasadena, CA, USA, December 13-16, 2021. pages 397-402, IEEE, 2021. [doi]
Abstract is missing.