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A generative model of a limit order book using recurrent neural networks.

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Title: A generative model of a limit order book using recurrent neural networks.
Authors: Hultin, Hanna1,2 (AUTHOR) hhultin@kth.se, Hult, Henrik1 (AUTHOR), Proutiere, Alexandre3 (AUTHOR), Samama, Samuel2 (AUTHOR), Tarighati, Ala2 (AUTHOR)
Source: Quantitative Finance. Jun2023, Vol. 23 Issue 6, p931-958. 28p.
Database: Mathematics Source
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  Data: <searchLink fieldCode="JN" term="%22Quantitative+Finance%22">Quantitative Finance</searchLink>. Jun2023, Vol. 23 Issue 6, p931-958. 28p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=164366926
RecordInfo BibRecord:
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        Value: 10.1080/14697688.2023.2205583
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      – Code: eng
        Text: English
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      – TitleFull: A generative model of a limit order book using recurrent neural networks.
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              Text: Jun2023
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              Y: 2023
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