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Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. (arXiv:1912.04941v1 [q-fin.TR]) http://arxiv.org/abs/1912.04941
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. (arXiv:1912.04941v1 [q-fin.TR]) http://arxiv.org/abs/1912.04941