Felix Prenzel, Rama Cont, Mihai Cucuringu, Jonathan Kochems. Dynamic Calibration of Order Flow Models with Generative Adversarial Networks. In Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni, editors, 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022. pages 446-453, ACM, 2022. [doi]
Abstract is missing.