Econophysics: empirical facts

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Ergodicity and scaling limit of a constrained multivariate Hawkes process (2013, unknown): “On the one hand, an extensive statistical study on the limit order book dynamics and limit order book information content can be found in [9, 26, 39, 19, 30, 10, 25, 14, 41]; on the other hand, many researchers have endeavored to propose different models, including equilibrium model, agent-based mod”
Quant GANs: deep generation of financial time series (2019, methodology): “Afterward, we provide a formal deﬁnition of TCNs.”