PRAKUL HIREMATHandGitHub eaded72f8f Add v2 of Latent Micro-Regimes in Limit Order Books
This version introduces key changes including the identification of pre-stress build-up and crisis regimes, a new method for detection via posterior entropy, and improvements in signal processing to reduce flooding.
2026-04-10 17:47:05 +05:30
S
Description
No description provided
MIT
19 MiB
Languages
Jupyter Notebook 97.7%
Python 2%
HTML 0.3%