%0 Generic
%T Reducing transaction costs using intraday forecasts of limit order book slopes
%A Ahabchane, Chahid
%A Cenesizoglu, Tolga
%A Grass, Gunnar
%A Jena, Sanjay Dominik
%I Bureau de Montreal, Université de Montreal
%K Best order execution
%K ultra high-frequency data
%K time series models
%K Machine learning models
%K Graue Literatur
%D September 2021
%C Bureau de Montreal, Université de Montreal
%C Montréal (Québec)
%U http://slubdd.de/katalog?TN_libero_mab2
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