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John, Cartlidge ; Zijian, Shi. (2024) Neural stochastic agent‐based limit order book simulation with neural point process and diffusion probabilistic model.
In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:2:n:e1553.

Full description at Econpapers

cites:

Kingma, D. P., Mohamed, S., Rezende, D. J., & Welling, M. (2014). Semi‐supervised learning with deep generative models. Advances in Neural Information Processing Systems, 27, 3581–3589. https://doi.org/10.5555/2969033.2969226.

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