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2306.05987
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Liquidity takers behavior representation through a contrastive learning approach
9 June 2023
Rui Ruan
Emmanuel Bacry
Jean-François Muzy
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Papers citing
"Liquidity takers behavior representation through a contrastive learning approach"
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Title
Deep Learning for Market by Order Data
Zihao Zhang
Bryan Lim
S. Zohren
31
23
0
17 Feb 2021
1