Zhibai Zhang

New York University (NYU) - NYU Tandon School of Engineering

6 MetroTech Center

Brooklyn, NY 11201

United States

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Microstructure in the Machine Age

Number of pages: 63 Posted: 25 Mar 2019
Cornell University - Department of Economics, Harvard University, Cornell University - Samuel Curtis Johnson Graduate School of Management and New York University (NYU) - NYU Tandon School of Engineering
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Abstract:

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Market Microstructure, Machine Learning, Features Importance, MDI, MDA, Futures