Data for "Modeling aggressive market order placements with Hawkes factor models"
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下载链接：
https://doi.org/10.7910/DVN/XLZCHA
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资源简介：
This MAT file contains a matrix variable called order_000002. There are 5 columes in this matrix variable, representing date, intraday order time, order type, order size and penetration respectively.
创建时间：
2019-04-30
