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Universal features of intraday price formation: an exploration via Deep Learning

Live from QuantMinds International, Professor Rama Cont explores presents Universal features of intraday price formation: an exploration via Deep LearningWatch now for insight into:

  • A Deep Learning approach to analysis of HF limit order book data
  • Results from analysis of a unique dataset of hundreds of billions of trades and quotes
  • Out-of sample performance across time and stocks
  • A universal prediction model for limit order markets
  • Implications for model design and estimation

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