Towards calibrating financial market simulators with high-frequency data
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| Veröffentlicht in: | Complex System Modeling and Simulation S. 1 - 16 |
|---|---|
| Hauptverfasser: | , , , |
| Format: | Journal Article |
| Sprache: | Englisch |
| Veröffentlicht: |
2025
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| ISSN: | 2096-9929, 2097-3705 |
| Online-Zugang: | Volltext |
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| Author | Tang, Ke Yang, Peng Ren, Junji Wang, Feng |
|---|---|
| Author_xml | – sequence: 1 givenname: Peng surname: Yang fullname: Yang, Peng organization: Guangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation, Department of Computer Science and Engineering, Southern University of Science and Technology, Shenzhen 518055, China – sequence: 2 givenname: Junji surname: Ren fullname: Ren, Junji organization: Guangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation, Department of Computer Science and Engineering, Southern University of Science and Technology, Shenzhen 518055, China – sequence: 3 givenname: Feng surname: Wang fullname: Wang, Feng organization: School of Computer Science, Wuhan University, Wuhan 430072, China – sequence: 4 givenname: Ke surname: Tang fullname: Tang, Ke organization: Guangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation, Department of Computer Science and Engineering, Southern University of Science and Technology, Shenzhen 518055, China |
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| Title | Towards calibrating financial market simulators with high-frequency data |
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