Institution:中泰证券金融研究院
Title of Paper:The cross-interval price impact model and its empirical analysis on cryptocurrency order book
Journal:Personal and Ubiquitous Computing
Key Words:Cross-interval price impact model (CIPIM);Limit order book (LOB);Cryptocurrency;Deep learning;Long short-term memory (LSTM)
First Author:滕斌
Document Code:1478208673237962754
Translation or Not:No
Date of Publication:2021-09
Release Time:2024-04-30
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender : Male
Alma Mater : 山东大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctor
Status : Employed
School/Department : 中泰证券金融研究院
Date of Employment : 1998-07-01
Faculty/School : Zhongtai Securities Institute for Financial Studies
Business Address : 济南市山大南路20号山东大学知新楼B1116
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