Generating Realistic Stock Market Order Streams

Li, Junyi; Wang, Xintong; Lin, Yaoyang; Sinha, Arunesh; Wellman, Michael P.

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Citation Details

Generating Realistic Stock Market Order Streams

Authors:: Li, Junyi; Wang, Xintong; Lin, Yaoyang; Sinha, Arunesh; Wellman, Michael P.

Award ID(s):: 1741190

Publication Date:: 2019-06-01

NSF-PAR ID:: 10105524

Journal Name:: ICML-19 Workshop on AI in Finance

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript1.0
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