Get real: realism metrics for robust limit order book market simulations

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Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch

Published: 01 Jan 2020, Last Modified: 26 Jul 2025ICAIF 2020EveryoneRevisionsBibTeXCC BY-SA 4.0