MAAKE, Witness; VAN ZYL, Terence.
Applications of Machine Learning to Estimating the Sizes and Market Impact of Hidden Orders in the BRICS Financial Markets.
Journal of Advanced Studies in Finance, [S.l.], v. 11, n. 1, p. 28-64, aug. 2020.
ISSN 2068-8393.
Available at: <https://journals.aserspublishing.eu/jasf/article/view/5398>. Date accessed: 04 jan. 2025.
doi: https://doi.org/10.14505//jasf.v11.1(21).04.