author = { Ahabchane, Chahid AND Cenesizoglu, Tolga AND Grass, Gunnar AND Jena, Sanjay Dominik },

title = { Reducing transaction costs using intraday forecasts of limit order book slopes },

publisher = {Bureau de Montreal, Université de Montreal},

keywords = { Best order execution , ultra high-frequency data , time series models , Machine learning models , Graue Literatur },

year = {September 2021},

booktitle = {CIRRELT ; CIRRELT-2021, 36},

address = { Montréal (Québec) },

url = { http://slubdd.de/katalog?TN_libero_mab2 }