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The Journal of Computational Finance
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Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
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A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics
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Optimal rounding under integer constraints
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Trade Duration, Volatility and Market Impact
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Universal features of price formation in financial markets: perspectives from Deep Learning
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A stochastic partial differential equation model for limit order book dynamics
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Universal features of price formation in financial markets: perspectives from Deep Learning
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On pathwise quadratic variation for cadlag functions
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