Predicting the past with the truncated Lévy flight
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资源简介：
Intraday spot exchange rate data of fifteen currencies against the US dollar transacted on foreign exchange markets to demonstrate our method. There are 32,308,882 tick-by-tick bid prices with a millisecond timestamp. We thank Tick Data, LLC (www.tickdata.com) for providing the data.
创建时间：
2022-05-21
