JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
A theory of the microscopic origin of the long-range correlation in market-order flow: exact solution to a generalized Lillo-Mike-Farmer model
Kiyoshi KANAZAWA, Yuki SATO
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2023 Volume 2023 Issue FIN-031 Pages 07-08

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