Showing 1 - 2 results of 2 for search 'Daniel Libman', query time: 0.02s Refine Results
  1. 1
    Forecasting Quoted Depth With the Limit Order Book

    Forecasting Quoted Depth With the Limit Order Book by Daniel Libman, Simi Haber, Mary Schaps

    Published 2021-05-01
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    Article
  2. 2
    Mutual Information between Order Book Layers

    Mutual Information between Order Book Layers by Daniel Libman, Gil Ariel, Mary Schaps, Simi Haber

    Published 2022-02-01
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    Article

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