Ioane Muni Toke

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Person:1635407

Available identifiers

zbMath Open toke.ioane-muniMaRDI QIDQ1635407

List of research outcomes





PublicationDate of PublicationType
Marked point processes and intensity ratios for limit order book modeling2022-08-23Paper
Testing the causality of Hawkes processes with time reversal2021-03-02Paper
Analyzing order flows in limit order books with ratios of Cox-type intensities2020-02-10Paper
A Few Simulation Results of Basic Models of Limit Order Books2019-07-26Paper
Modelling intensities of order flows in a limit order book2018-11-19Paper
The order book as a queueing system: average depth and influence of the size of limit orders2018-09-19Paper
On completion times in a two-class priority queue with impatience2018-06-06Paper
STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL2017-10-13Paper
Large-Scale Scientific Computing2006-11-21Paper

Research outcomes over time

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