Space: Awaken1/HFT_Limit_Order_Book_HJB_Hawkes
title: HFT Limit Order Book HJB Hawkes
sdk: streamlit
license: apache-2.0
datasets: LOBSTER-ITCH-Sample-Level-10
language: en
metrics: log_likelihood, sharpe_ratio, max_drawdown, inventory_variance
pipeline_tag: time-series-forecasting
library_name: custom
tags: finance, quantitative-trading, high-frequency-trading, market-making, hawkes-process, stochastic-control, hjb-equation
Tags: streamlit, finance, quantitative-trading, high-frequency-trading, market-making, hawkes-process, stochastic-control, hjb-equation, region:us