Ioane Muni Toke

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets Quantitative Finance	2025-07-18	Paper
Equity auction dynamics: latent liquidity models with activity acceleration Quantitative Finance	2025-02-10	Paper
Deep learning of point processes for modeling high-frequency data (available as arXiv preprint)	2025-01-01	Paper
Marked point processes and intensity ratios for limit order book modeling Japanese Journal of Statistics and Data Science	2022-08-23	Paper
Testing the causality of Hawkes processes with time reversal Journal of Statistical Mechanics: Theory and Experiment	2021-03-02	Paper
Analyzing order flows in limit order books with ratios of Cox-type intensities Quantitative Finance	2020-02-10	Paper
A few simulation results of basic models of limit order books New Economic Windows	2019-07-26	Paper
Modelling intensities of order flows in a limit order book Quantitative Finance	2018-11-19	Paper
The order book as a queueing system: average depth and influence of the size of limit orders Quantitative Finance	2018-09-19	Paper
On completion times in a two-class priority queue with impatience International Journal of Mathematics in Operational Research	2018-06-06	Paper
Stationary distribution of the volume at the best quote in a Poisson order book model International Journal of Theoretical and Applied Finance	2017-10-13	Paper
Large-Scale Scientific Computing Lecture Notes in Computer Science	2006-11-21	Paper

Research outcomes over time

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