Correlation between the time difference of price, Δ<i>p</i>(<i>t</i>), and the time difference of the number of Total, In, Bal, and Out active players, Δ<i>N</i><sub><i>i</i></sub>(<i>t</i>) for each target period.
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k represents the lag time. For example, k = 1 means the correlation between Δp(t − 1) and ΔNi(t).
创建时间:
2022-08-22




