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Commits on Feb 6, 2024
- chore: liscense and author change
  DominicGBauer
  committed
  c8206c6
Commits on Feb 5, 2024
- chore: rename file
  DominicGBauer
  committed
  1753564
Commits on Jan 29, 2024
- feat: add derick changes
  DominicGBauer
  committed
  bd58082
Commits on Jan 15, 2024
- chore: add updates
  DominicGBauer
  committed
  4f8f6c0
Commits on Jan 12, 2024
- chore: remove price impact stuff
  DominicGBauer
  committed
  a05d2f8
- feat: add changing nu
  DominicGBauer
  committed
  240cd40
Commits on Dec 9, 2023
- docs: update readme
  DominicGBauer
  committed
  c2d04d6
- chore: clean up
  DominicGBauer
  committed
  670302a
Commits on Nov 3, 2023
- add everything else
  DominicGBauer
  committed
  81dddc1
Commits on Aug 20, 2023
- feat: add all work so far
  DominicGBauer
  committed
  f144e14
Commits on May 16, 2023
- Cleaned up and neatened
  DerickDiana
  committed
  5a96a4c
Commits on May 12, 2023
- Putting files back
  DerickDiana
  committed
  437cbad
- Made making price impact plots very easy now. Increased modularity of graphing functions
  DerickDiana
  committed
  d0a4afc
Commits on May 2, 2023
- Fixed a bunch of errors and have done more tests to ensure things are working as expected
  DerickDiana
  committed
  067a5e4
- Made the code much more efficient by combining dictionaries and arrays
  DerickDiana
  committed
  48ea4a8
Commits on Apr 27, 2023
- Added fractional diffusion
  DerickDiana
  committed
  fb526ed
Commits on Mar 23, 2023
- Worked out time issues and made graphs way way better
  DerickDiana
  committed
  2b0a373
Commits on Mar 22, 2023
- Laid the foundation for adding price impact
  DerickDiana
  committed
  e1723a2
- Made things even more modular. Incorporated StylizedFacts code into this package for ease of compilation. Will be removed when a better solution is found.
  DerickDiana
  committed
  b7e0650
Commits on Mar 14, 2023
- Testing
  DerickDiana
  committed
  f9cd081
Commits on Mar 13, 2023
- Replaced 'Interaction' with 'Coupling' in object names
  DerickDiana
  committed
  279c1d2
Commits on Mar 9, 2023
Commits on Feb 6, 2022
- removing TSSM
  Michael Gant
  committed
  f2e8ee3
- adding citation to repo
  Michael Gant
  committed
  142e254
Commits on Jun 20, 2021
- slight clean up
  Michael Gant
  committed
  04d9d9b
Commits on Dec 23, 2020
- made change to probability calculation to match derivation
  Michael Gant
  committed
  745c69b
Commits on Aug 30, 2020
- if alpha is 0 then model is standard latent order book model and initial conditions for LOB density are not recalculated
  Michael Gant
  committed
  66a0521
Commits on Aug 29, 2020
- updated deps
  Michael Gant
  committed
  820e38c
Commits on Aug 26, 2020
- switch price paths to log price returns to fix issue with block bootstrap method
  Michael Gant
  committed
  be7f57e
Commits on Aug 22, 2020
- Merge pull request #5 from SLOB-PJAGG/master
  GantZA
  authored
  48e952c

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Commits on Feb 6, 2024

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Commits on Dec 9, 2023

Commits on Nov 3, 2023

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Commits on May 16, 2023

Commits on May 12, 2023

Commits on May 2, 2023

Commits on Apr 27, 2023

Commits on Mar 23, 2023

Commits on Mar 22, 2023

Commits on Mar 14, 2023

Commits on Mar 13, 2023

Commits on Mar 9, 2023

Commits on Feb 6, 2022

Commits on Jun 20, 2021

Commits on Dec 23, 2020

Commits on Aug 30, 2020

Commits on Aug 29, 2020

Commits on Aug 26, 2020

Commits on Aug 22, 2020