no code implementations • 12 May 2023 • Christopher J. Cho, Timothy J. Norman, Manuel Nunes
In a financial exchange, market impact is a measure of the price change of an asset following a transaction.
no code implementations • 5 May 2020 • Manuel Nunes, Enrico Gerding, Frank McGroarty, Mahesan Niranjan
Specifically, we model the 10-year bond yield using univariate LSTMs with three input sequences and five forecasting horizons.