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Sitaru, Bogdan
1
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Order Flow Decomposition for Price Impact Analysis in Equit..:
, In:
Proceedings of the Fourth ACM International Conference on AI in Finance
,
Sitaru, Bogdan
;
Calinescu, Anisoara
;
Cucuringu, Mihai
- p. 637-645 , 2023
Link:
https://dl.acm.org/doi/1..
1-1
