Modelling financial volume curves with hierarchical Poisson processes

By Creighton Heaukulani, Abhinav Pandey, Lancelot F. James

Published 2024-06-01

Everscope rating

1394.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Hierarchical Poisson Process. Problem types: Time Series Modeling, Density Estimation.

arXiv:2406.19402 · Paper rankings

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