Live from QuantMinds International, Professor Rama Cont explores presents Universal features of intraday price formation: an exploration via Deep Learning. Watch now for insight into:
- A Deep Learning approach to analysis of HF limit order book data
- Results from analysis of a unique dataset of hundreds of billions of trades and quotes
- Out-of sample performance across time and stocks
- A universal prediction model for limit order markets
- Implications for model design and estimation
