Statistically validated lead-lag networks and inventory prediction in the foreign exchange market
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- Damien Challet & Rémy Chicheportiche & Mehdi Lallouache & Serge Kassibrakis, 2018. "Statistically validated leadlag networks and inventory prediction in the foreign exchange market," Post-Print hal-01705087, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Baptiste Barreau & Laurent Carlier & Damien Challet, 2019.
"Deep Prediction of Investor Interest: a Supervised Clustering Approach,"
1909.05289, arXiv.org, revised Nov 2019.
- Baptiste Barreau & Laurent Carlier & Damien Challet, 2019. "Deep Prediction Of Investor Interest: a Supervised Clustering Approach," Working Papers hal-02276055, HAL.
- Carlo Campajola & Fabrizio Lillo & Daniele Tantari, 2019. "Unveiling the relation between herding and liquidity with trader lead-lag networks," Papers 1909.10807, arXiv.org.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-SOG-2016-09-18 (Sociology of Economics)
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