Finding 3934Emerging EvidenceValidation V0
Empirical analysis shows simulated order fills and price movements closely mimic actual market data with high volatility and fat tails, although subtle discrepancies in skewness and memory effects still remain.
86%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting86% linkage confidence
Empirical analysis shows simulated order fills and price movements closely mimic actual market data with high volatility and fat tails, although subtle discrepancies in skewness and memory effects still remain.
key_findings bullet 2 · key_findings
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.