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Data Fusion

When Not to Trade: Hawkes Intensity Burst Detection for Regime-Aware Limit Order Book Prediction

When Not to Trade: Hawkes Intensity Burst Detection for Regime-Aware Limit Order Book Prediction

Further information

Prof. Lazaros Iliadis

Democritus University of Thrace

Email: liliadis@civil.duth.gr

Prof. Ilias Maglogiannis

University of Piraeus

Email: imaglo@unipi.gr

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Tel. +357 2276 2683

Email: keystone@keystone-conferences.com

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All rights reserved | 22nd IFIP AIAI organizing committee

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