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Representations of the Kauffman skein algebra I: invariants and miraculous cancellations
Representations of the Kauffman skein algebra I invariants miraculous cancellations Geometric Topology
2012/6/29
We study finite-dimensional representations of the Kauffman skein algebra of a surface S. In particular, we construct invariants of such irreducible representations when the underlying parameter q is ...
The price impact of order book events: market orders, limit orders and cancellations
price impact market orders limit orders cancellations market microstructure order flow
2010/10/29
While the long-ranged correlation of market orders and their impact on prices has been relatively well studied in the literature, the corresponding studies of limit orders and cancellations are scarce...