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Journal: Entropy, 2022
Volume: 24
Number: 214

Article: Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process
Authors: by Hiroki Watari, Hideki Takayasu and Misako Takayasu
Link: https://www.mdpi.com/1099-4300/24/2/214

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