Real-time adaptive market-making system using Hawkes processes + deep learning to predict order flow toxicity and avoid adverse selection. Avellaneda-Stoikov + MHLOBT neural network + LOBSTER L3 data.
deep-learning pytorch quantitative-finance limit-order-book market-microstructure high-frequency-trading market-making hawkes-process avellaneda-stoikov order-flow-toxicity
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Updated
Feb 28, 2026 - Python