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The first validation of the Lillo Mike Farmer Model on a large financial market dataset

The first validation of the Lillo Mike Farmer Model on a large financial market dataset
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Yuki Sato , Kiyoshi Kanazawa , Tokyo Stock Exchange , Researchers At Kyoto University , Sciencex Network , Lillo Mike Farmer Model , Kyoto University , Physical Review Letters , Inferring Microscopic Financial Information , Long Memory , Market Order Flow , Quantitative Test , Physical Review ,