D11-F04-A05 · Order-Book Dynamics

Hawkes Order-Arrival Model guided playground

How does each order arrival temporarily increase the conditional rate of later arrivals? Choose a synthetic scenario, step through the evidence, observe the state, and compare the boundary.

Synthetic teaching data · not live market data
Hawkes Order-Arrival Model scenario progression The complete deterministic 61-state output series with the current recalculated value highlighted. state 0 state 60
What to notice now

StepActive ruleValueState