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order stream

2 papers

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market manipulation detection (1) generator discriminator (1) strategy evasion (1) stock market (1) wasserstein gan (1) market simulation (1) stock market data (1) order book (1) order stream generation (1) financial data generation (1)

Papers

Generating Realistic Stock Market Order Streams AAAI 2020 Market Manipulation: An Adversarial Learning Framework for Detection and Evasion IJCAI 2020