2 papers
cs.DS2019
Enumerative Data Compression with Non-Uniquely Decodable Codes
M. Oğuzhan Külekci, Yasin Öztürk, Elif Altunok +1
Non-uniquely decodable codes can be defined as the codes that cannot be uniquely decoded without additional disambiguation information. These are mainly the class of non-prefix-fre…
q-fin.MF2019
An Empirical Study on Arrival Rates of Limit Orders and Order Cancellation Rates in Borsa Istanbul
Can Yilmaz Altinigne, Harun Ozkan, Veli Can Kupeli +1
Order book dynamics play an important role in both execution time and price formation of orders in an exchange market. In this study, we aim to model the limit order arrival rates…