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20102026
most citedA unified deep artificial neural network approach to partial differential equations in complex geometries

678 citations · 994 across the 24 of their papers we have counts for

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math.PR2013

A framework for the modeling of order book dynamics based on event sizes

Kaj Nyström, Sidi Mohamed Ould Aly

We propose a modeling framework for the dynamics of a reduced form order book in event time and based on event sizes. Our framework for the order book is influenced by [9], but com…