597 citations · 1.2k across the 17 of their papers we have counts for
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q-fin.TR2021★ 3 cited
When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book
Marjolein E. Verhulst, Philippe Debie, Stephan Hageboeck +6
We introduce a methodology to visualize the limit order book (LOB) using a particle physics lens. Open-source data-analysis tool ROOT, developed by CERN, is used to reconstruct and…
physics.comp-ph2021★ 2 cited
A Portable Implementation of RANLUX++
Jonas Hahnfeld, Lorenzo Moneta
High energy physics has a constant demand for random number generators (RNGs) with high statistical quality. In this paper, we present ROOT's implementation of the RANLUX++ generat…