Finding 3935Emerging EvidenceValidation V0
Researchers introduce new terminology and categorize market events through self-modulated multivariate Hawkes intensities. They leverage LOBSTER data and deep reinforcement learning for market-making, though dynamic details still require further refinement.
86%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting86% linkage confidence
Researchers introduce new terminology and categorize market events through self-modulated multivariate Hawkes intensities. They leverage LOBSTER data and deep reinforcement learning for market-making, though dynamic details still require further refinement.
key_findings bullet 3 · 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.