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Big Data in Finance: Limit Order Books. A Semi-Markovian Modeling of Limit Order Markets. Main Probabilistic Results. More Big Data. Reviewing the Assumptions with Our New Data Sets. General Semi-Markov Model for the Limit Order Book with Two States.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.