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Tags: lakshmiDRIP/DROP

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7.36

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Bug Fixes/Re-organization:

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IdeaDRIP:

	- Statistical Theory of Continuous Double Auction - Overview Model Predictions; Varying the Granularity Parameter => Liquidity for Market Orders: Price Impact Function #4 (1-71)
	- Statistical Theory of Continuous Double Auction - Relationship of Price Impact to Cumulative Depth #4 (72-111)
	- Statistical Theory of Continuous Double Auction - Relationship of Price Impact to Cumulative Depth; Moment Expansion #4 (112-120)

7.35

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IdeaDRIP:

	- Statistical Theory of Continuous Double Auction - Theoretical Analysis: Master Equations and Mean-field Approximations; A Number Density Equation #3 (1-14)
	- Statistical Theory of Continuous Double Auction - Theoretical Analysis: Master Equations and Mean-field Approximations; Solution by Generating Functional #3 (15-104)
	- Statistical Theory of Continuous Double Auction - Supporting Calculations in Density Coordinates #2 (105-106)
	- Statistical Theory of Continuous Double Auction - Supporting Calculations in Density Coordinates #3 (107-110)
	- Statistical Theory of Continuous Double Auction - Supporting Calculations in Density Coordinates: Generating Functional at General Bin Width #2 (111-120)

7.34

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IdeaDRIP:

	- Moment-generating Function - Other Properties #3 (1-61)
	- Moment-generating Function - Relation to Other Functions #3 (62-85)
	- Moment-generating Function - Introduction #4 (86-99)
	- Moment-generating Function - Definition #4 (100-120)

7.33

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IdeaDRIP:

	- Statistical Theory of Continuous Double Auction - Overview Predictions the Model Varying Granularity Parameter Liquidity for Limit Orders: Probability and Time for Fill #3 (1-5)
	- Statistical Theory of Continuous Double Auction - Theoretical Analysis: Summary of Analytic Methods #2 (6-51)
	- Statistical Theory of Continuous Double Auction - Overview Predictions the Model Varying Tick Size dp/p_c #3 (52-120)

7.32

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Bug Fixes/Re-organization:

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IdeaDRIP:

	- Statistical Theory of Continuous Double Auction - Overview Predictions the Model Varying Granularity Parameter Liquidity for Limit Orders: Probability and Time for Fill #3 (1-5)
	- Statistical Theory of Continuous Double Auction - Theoretical Analysis: Summary of Analytic Methods #2 (6-51)
	- Statistical Theory of Continuous Double Auction - Overview Predictions the Model Varying Tick Size dp/p_c #3 (52-120)

7.31

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Bug Fixes/Re-organization:

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IdeaDRIP:

	- Statistical Theory of Continuous Double Auction - Relationship of Price Impact to Cumulative Depth #2 (1-15)
	- Statistical Theory of Continuous Double Auction - Relationship of Price Impact to Cumulative Depth #3 (16-73)
	- Statistical Theory of Continuous Double Auction - Relationship of Price Impact to Cumulative Depth Moment Expansion #2 (74-120)

7.30

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IdeaDRIP:

	- Statistical Theory of Continuous Double Auction - Overview Predictions Model Dimensional Analysis #3 (1-120)

7.29

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IdeaDRIP:

	- Statistical Theory of Continuous Double Auction - Introduction The Model #3 (1-70)
	- Statistical Theory of Continuous Double Auction - Introduction Summary Prior Work #2 (71-101)
	- Statistical Theory of Continuous Double Auction - Introduction Summary Prior Work #3 (102-120)

7.28

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IdeaDRIP:

	- How storing Supply and Demand affects Price Diffusion - Main #5 (1-25)
	- How storing Supply and Demand affects Price Diffusion - Abstract #6 (26-28)
	- How storing Supply and Demand affects Price Diffusion - Main #6 (29-120)

7.27

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IdeaDRIP:

	- Limit Order Book Simulations: A Review - Deep-Learning Models Comparison #6 (1-8)
	- Limit Order Book Simulations: A Review - Deep-Learning and Hawkes Models Comparison #6 (9-16)
	- Limit Order Book Simulations: A Review - Agent-based, Deep-Learning and Hawkes Models Comparison #6 (17-20)
	- Limit Order Book Simulations: A Review - Stochastic Partial Differential Equation Models Comparison #6 (21-46)
	- Limit Order Book Simulations: A Review - Conclusion and Future Work #6 (47-64)
	- How storing Supply and Demand affects Price Diffusion - Abstract #4 (65-70)
	- How storing Supply and Demand affects Price Diffusion - Main #4 (71-120)