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#order book archive

September 07, 2021
Big review of works by our group
October 06, 2020
V. Gontis in European Centre for Living Technology seminar
November 13, 2018
Order book model with herd behavior
October 30, 2018
Describing high-frequency trader's behavior in the order book
October 16, 2018
Efficient market maker order book model
June 19, 2018
Order book model with log-normal depth
June 05, 2018
Granularity order book model
May 22, 2018
Maslov's order book model
May 08, 2018
"Noise traders only" order book model by Bak et al.
May 01, 2018
What the order book is?
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