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2409.06514
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Limit Order Book Simulation and Trade Evaluation with
K
K
K
-Nearest-Neighbor Resampling
10 September 2024
Michael Giegrich
Roel Oomen
Christoph Reisinger
Re-assign community
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Papers citing
"Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling"
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Title
Model-based gym environments for limit order book trading
Joseph Jerome
Leandro Sánchez-Betancourt
Rahul Savani
Martin Herdegen
35
3
0
16 Sep 2022
1