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The Nice Guy

Th3Nic3Guy

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https://th3nic3guy.com/

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Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)

Paper • 2311.10935 • Published Nov 18, 2023

Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)

Paper • 2311.10935 • Published Nov 18, 2023

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