Analysis of Individual High-Frequency Traders' Buy-Sell Order Strategy Based on Multivariate Hawkes Process

Hiroki Watari, Hideki Takayasu, Misako Takayasu. Analysis of Individual High-Frequency Traders' Buy-Sell Order Strategy Based on Multivariate Hawkes Process. Entropy, 24(2):214, 2022. [doi]

Abstract

Abstract is missing.