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4 results for ECN

We report a statistical analysis of the Island ECN (NASDAQ) order book. We determine the static and dynamic properties of this system, and then analyze them from a physicist's viewpoint using an equivalent particle system obtained by treating orders as massive particles and price as position. We identify the fundamenta…

2001-06-06abs ↗pdf ↗

Generative adversarial networks improve subgrid modeling in turbulent reactive flows.

problem Accurately predicting turbulent reactive flows in combustion problems.
method Physics-informed super-resolution GANs trained with unsupervised deep learning.
result Good results in a priori and a posteriori tests with decaying turbulence.