{"id":"W2270393492","doi":"10.2139/ssrn.2360552","title":"Limit Order Books with Stochastic Market Depth","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Smart Grid Energy Management","field":"Engineering","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Limit (mathematics); Order (exchange); Order book; Mathematical economics; Economics; Statistical physics; Mathematics; Financial economics; Physics; Mathematical analysis; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004163485,0.001100619,0.003158737,0.002466775,0.00117824,0.005222556,0.003271914,0.004392795,0.02225519],"category_scores_gemma":[0.04347924,0.002247733,0.001450021,0.002919338,0.003660509,0.01297851,0.002815609,0.004086959,0.002379427],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002783493,"about_ca_system_score_gemma":0.001733988,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004360906,"about_ca_topic_score_gemma":0.004199587,"domain_scores_codex":[0.997892,0.0006006733,0.0001239434,0.0003495248,0.000609573,0.0004244125],"domain_scores_gemma":[0.9629486,0.02509587,0.004759209,0.00251122,0.002245042,0.002440112],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002823423,0.0001251869,0.001416137,0.0001554115,0.00004820037,0.0004940453,0.0001779337,0.1412537,0.0005942687,0.8396024,0.006158399,0.009691955],"study_design_scores_gemma":[0.00009707223,0.00006953184,0.0006183314,0.00003165203,0.0000324081,0.0002781791,0.00005861626,0.3952396,0.0003369079,0.6012163,0.001967699,0.00005384376],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3534717,0.003504073,0.5516858,0.008829691,0.0003765499,0.0001949813,0.002299716,0.00189898,0.07773852],"genre_scores_gemma":[0.885066,0.001430104,0.01686334,0.0005364462,0.0004441701,0.0001638867,0.0005838071,0.0002663157,0.09464594],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02225519,"threshold_uncertainty_score":0.07445103,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.003602657214208839,"score_gpt":0.1657202491932724,"score_spread":0.1621175919790635,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}