Search Results for author: Nathan Aden

Found 1 papers, 0 papers with code

Modelling Universal Order Book Dynamics in Bitcoin Market

no code implementations15 Jan 2021 Fabin Shi, Nathan Aden, Shengda Huang, Neil Johnson, Xiaoqian Sun, Jinhua Gao, Li Xu, HuaWei Shen, Xueqi Cheng, Chaoming Song

Understanding the emergence of universal features such as the stylized facts in markets is a long-standing challenge that has drawn much attention from economists and physicists.

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