31 citations · 73 across the 22 of their papers we have counts for
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q-fin.TR2020
Order book dynamics with liquidity fluctuations: limit theorems and large deviations
Helder Rojas, Artem Logachov, Anatoly Yambartsev
We propose a class of stochastic models for a dynamics of limit order book with different type of liquidities. Within this class of models we study the one where a spread decreases…
q-bio.GN2020
The C-SHIFT algorithm for normalizing covariances
Evgenia Chunikhina, Paul Logan, Yevgeniy Kovchegov +3
Omics technologies are powerful tools for analyzing patterns in gene expression data for thousands of genes. Due to a number of systematic variations in experiments, the raw gene e…