Finding 3933Emerging EvidenceValidation V0
Researchers developed an innovative event-based simulation framework for Limit Order Books, employing a Neural Hawkes process integrated with a LSTM network to model twelve market events and capture trading interactions.
86%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting86% linkage confidence
Researchers developed an innovative event-based simulation framework for Limit Order Books, employing a Neural Hawkes process integrated with a LSTM network to model twelve market events and capture trading interactions.
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Inspect source: Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.