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Entropy2022, 24(2), 214;https://doi.org/10.3390/e24020214

Journal: EntropyVolume: 24Number: 214

Article: Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process

Authors:
Hiroki Watari¹,
Hideki Takayasu^2,3 and
Misako Takayasu^1,2,*

Link: https://www.mdpi.com/1099-4300/24/2/214

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