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Sani, A
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A stochastic partial differential equation model for limit order book dynamics
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Mueller, M
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Universal features of price formation in financial markets: perspectives from Deep Learning
Sirignano, J
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On the support of solutions of stochastic differential equations with path-dependent coefficients
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Kalinin, A
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Universal features of price formation in financial markets: perspectives from deep learning
Sirignano, J
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Machine Learning and AI in Finance
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Fractional Ito calculus
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Rough volatility: fact or artefact?
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Das, P
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Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks
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Rossier, A
Xu, R
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Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
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XIONG, W
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Fast and Slow Optimal Trading with Exogenous Information
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Micheli, A
Neuman, E
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