Integrating Tick-level Data and Periodical Signal for High-frequency Market Making
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-07-31 (Big Data)
- NEP-MST-2023-07-31 (Market Microstructure)
- NEP-RMG-2023-07-31 (Risk Management)
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