@article{generalcompoundhawkesprocessesformid,
  title = {General Compound Hawkes Processes for Mid-Price Prediction},
  author = {Myles Sjogren and Timothy DeLise},
  year = {2021},
  eprint = {2110.07075},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2110.07075v1},
}