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7 - Order Flow and Price Formation

from Part II - How Learned Flows Form Prices

Published online by Cambridge University Press:  12 May 2023

Edited by
Agostino Capponi  and
Charles-Albert Lehalle
Agostino Capponi
Affiliation:
Columbia University, New York
Charles-Albert Lehalle
Affiliation:
Abu Dhabi Investment Authority
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Machine Learning and Data Sciences for Financial Markets
A Guide to Contemporary Practices
 , pp. 107 - 129
Publisher: Cambridge University Press
Print publication year: 2023

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