kernel-model

There are 0 repository under kernel-model topic.

• felixpatzelt / priceprop

  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

  time-seriesscientificscientific-publicationsmodelinglinear-modelskernel-modeltime-series-econometricspropagatorshigh-frequency-tradingpythonpandas
  Language:Python 25