"A Multi-Hierarchical Hidden Markov Model for Iceberg Orders in Finance."

Tianyi Yu, Andi Lu, Jiangang Lu (2025)

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DOI: 10.1109/SMC58881.2025.11343325

access: closed

type: Conference or Workshop Paper

metadata version: 2026-02-11

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Tianyi Yu, Andi Lu, Jiangang Lu:
A Multi-Hierarchical Hidden Markov Model for Iceberg Orders in Finance. SMC 2025: 2947-2952

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