no code implementations • 14 Jun 2021 • Michael Bleher, Lukas Hahn, Maximilian Neumann, Juan Angel Patino-Galindo, Mathieu Carriere, Ulrich Bauer, Raul Rabadan, Andreas Ott
By leveraging the stratification by time in sequence data, our method enables the high-resolution longitudinal analysis of topological signals of adaptation.
no code implementations • 24 Apr 2020 • Johannes Bleher, Michael Bleher, Thomas Dimpfl
It is based on an operator algebra for individual orders and describes their effect on the LOB.