Martin Gould

Martin Gould

The University of Oxford
Verified email at maths.ox.ac.uk
Cited by 1588
Market Microstructure Limit Order Books High-Frequency Data
Antonio Briola

Antonio Briola

University College London
Verified email at ucl.ac.uk
Cited by 243
deep learning econophysics financial markets limit order books high frequency trading
Michael Harvey

Michael Harvey

University of the Witwatersrand
Verified email at students.wits.ac.za
Cited by 16
market microstructure high frequency trading limit order books nonlinear time series analysis machine learning