"Learning who is in the market from time series: market participant ..."

Victor Storchan, Svitlana Vyetrenko, Tucker Balch (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-08-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2108-00664
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2108-00664
Victor Storchan, Svitlana Vyetrenko, Tucker Balch:
Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators. CoRR abs/2108.00664 (2021)

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