{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2013:6SPGBPALY7RHHNXHWYSXZWNMQD","short_pith_number":"pith:6SPGBPAL","schema_version":"1.0","canonical_sha256":"f49e60bc0bc7e273b6e7b6257cd9ac80ccf76b5a41593bf741510ef8e77cde63","source":{"kind":"arxiv","id":"1312.0514","version":1},"attestation_state":"computed","paper":{"title":"Trade arrival dynamics and quote imbalance in a limit order book","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.TR","authors_text":"Alexander Lipton, Michael G Sotiropoulos, Umberto Pesavento","submitted_at":"2013-12-02T16:47:48Z","abstract_excerpt":"We examine the dynamics of the bid and ask queues of a limit order book and their relationship with the intensity of trade arrivals. In particular, we study the probability of price movements and trade arrivals as a function of the quote imbalance at the top of the limit order book. We propose a stochastic model in an attempt to capture the joint dynamics of the top of the book queues and the trading process, and describe a semi-analytic approach to calculate the relative probability of market events. We calibrate the model using historical market data and discuss the quality of fit and practi"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1312.0514","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2013-12-02T16:47:48Z","cross_cats_sorted":[],"title_canon_sha256":"8a0dcb770f1fbee194fd3974f407fdb8877d3a6711d5a987a9995134214ac6da","abstract_canon_sha256":"9bdf9e7691d23362dbcd83cae8aa33b9bfdfa5af54b1700ca3ea12cc33ef16af"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:05:45.498370Z","signature_b64":"4EzegdZ5iItvgFqC2LECZdPZPa2fsqiQvRLavE3fXA4dt27I2JSl27slr4CjF9F+JCuvBESOCu9iRUawXMl6Ag==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"f49e60bc0bc7e273b6e7b6257cd9ac80ccf76b5a41593bf741510ef8e77cde63","last_reissued_at":"2026-05-18T03:05:45.497729Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:05:45.497729Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Trade arrival dynamics and quote imbalance in a limit order book","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.TR","authors_text":"Alexander Lipton, Michael G Sotiropoulos, Umberto Pesavento","submitted_at":"2013-12-02T16:47:48Z","abstract_excerpt":"We examine the dynamics of the bid and ask queues of a limit order book and their relationship with the intensity of trade arrivals. In particular, we study the probability of price movements and trade arrivals as a function of the quote imbalance at the top of the limit order book. We propose a stochastic model in an attempt to capture the joint dynamics of the top of the book queues and the trading process, and describe a semi-analytic approach to calculate the relative probability of market events. We calibrate the model using historical market data and discuss the quality of fit and practi"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1312.0514","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1312.0514","created_at":"2026-05-18T03:05:45.497819+00:00"},{"alias_kind":"arxiv_version","alias_value":"1312.0514v1","created_at":"2026-05-18T03:05:45.497819+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1312.0514","created_at":"2026-05-18T03:05:45.497819+00:00"},{"alias_kind":"pith_short_12","alias_value":"6SPGBPALY7RH","created_at":"2026-05-18T12:27:36.564083+00:00"},{"alias_kind":"pith_short_16","alias_value":"6SPGBPALY7RHHNXH","created_at":"2026-05-18T12:27:36.564083+00:00"},{"alias_kind":"pith_short_8","alias_value":"6SPGBPAL","created_at":"2026-05-18T12:27:36.564083+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2507.09734","citing_title":"Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets","ref_index":5,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD","json":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD.json","graph_json":"https://pith.science/api/pith-number/6SPGBPALY7RHHNXHWYSXZWNMQD/graph.json","events_json":"https://pith.science/api/pith-number/6SPGBPALY7RHHNXHWYSXZWNMQD/events.json","paper":"https://pith.science/paper/6SPGBPAL"},"agent_actions":{"view_html":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD","download_json":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD.json","view_paper":"https://pith.science/paper/6SPGBPAL","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1312.0514&json=true","fetch_graph":"https://pith.science/api/pith-number/6SPGBPALY7RHHNXHWYSXZWNMQD/graph.json","fetch_events":"https://pith.science/api/pith-number/6SPGBPALY7RHHNXHWYSXZWNMQD/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD/action/timestamp_anchor","attest_storage":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD/action/storage_attestation","attest_author":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD/action/author_attestation","sign_citation":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD/action/citation_signature","submit_replication":"https://pith.science/pith/6SPGBPALY7RHHNXHWYSXZWNMQD/action/replication_record"}},"created_at":"2026-05-18T03:05:45.497819+00:00","updated_at":"2026-05-18T03:05:45.497819+00:00"}