Tokyo Stocks - Realized jump beta is defined as the realization of covariation between market jump return and the contemporaneous asset return divided by market jump returns.
https://t.co/EbcvmBNhuH https://t.co/RPDYg022nx
Stochastic trading behavior model using #LSTM and discrete high frequency trading order/trade dynamics
https://t.co/R3jvC2IMXK
#AMM #hft https://t.co/fkx7sTuJf1