Deep surrogate model for the probability of informed trading model
Project description
Master thesis: Deep Structural estimation: with an application to market microstructure modelling
This package proposes an easy application of the master thesis: "Deep Structural estimation: with an application to market microstructure modelling"
Authors
- Guillaume Pavé (guillaumepave@gmail.com)
Supervisors
- Simon Scheidegger (Department of Economics, HEC Lausanne, simon.scheidegger@unil.ch)
- Antoine Didisheim (Swiss Finance Institute, antoine.didisheim@unil.ch)
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