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20202026
most citedGrowth of the Higgs Field for Kapustin-Witten solutions on ALE and ALF gravitational instantons

2 citations · 3 across the 7 of their papers we have counts for

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q-fin.TR2020

From orders to prices: A stochastic description of the limit order book to forecast intraday returns

Johannes Bleher, Michael Bleher, Thomas Dimpfl

We propose a microscopic model to describe the dynamics of the fundamental events in the limit order book (LOB): order arrivals and cancellations. It is based on an operator algebr…