Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2025-05-19 (Big Data)
- NEP-MST-2025-05-19 (Market Microstructure)
- NEP-PAY-2025-05-19 (Payment Systems and Financial Technology)
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