Probabilistic models and statistics for electronic financial markets in the digital age

By Markus Bibinger

Published 2024-06-12

Everscope rating

1606.1

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Statistical analysis of high-frequency financial data. Problem types: Time Series Analysis, Jump Detection, Volatility Estimation, Microstructure Noise Modeling.

arXiv:2406.07388 · Paper rankings

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