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]

Authors

Hiroki Watari

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Hideki Takayasu

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Misako Takayasu

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