{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2024:O2RP45JPYIS4N4FFZL5WZXGQ4J","short_pith_number":"pith:O2RP45JP","schema_version":"1.0","canonical_sha256":"76a2fe752fc225c6f0a5cafb6cdcd0e24a6ef686b11863d531fc77306b39b6e6","source":{"kind":"arxiv","id":"2410.06839","version":1},"attestation_state":"computed","paper":{"title":"Simulating and analyzing a sparse order book: an application to intraday electricity markets","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.TR","authors_text":"Enzo Cogn\\'eville, Philippe Bergault","submitted_at":"2024-10-09T12:55:05Z","abstract_excerpt":"This paper presents a novel model for simulating and analyzing sparse limit order books (LOBs), with a specific application to the European intraday electricity market. In illiquid markets, characterized by significant gaps between order levels due to sparse trading volumes, traditional LOB models often fall short. Our approach utilizes an inhomogeneous Poisson process to accurately capture the sporadic nature of order arrivals and cancellations on both the bid and ask sides of the book. By applying this model to the intraday electricity market, we gain insights into the unique microstructural"},"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":"2410.06839","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.TR","submitted_at":"2024-10-09T12:55:05Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"a06048dd46269c9fd6b6e6562bf3de68c72fb2585b26b4719591acb2752fe0a5","abstract_canon_sha256":"9afc21efd2375cd8e065d139bed929fcecc297fbcc1fefc478e3a281fcd8f79f"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T09:18:07.540222Z","signature_b64":"bV/OkaL50+CnCXZfRtY8vE5YGG0IKGQK3TY1Xw/eFIVNTFsc9zRPPCfWV79ri1fSrbcfrj0Pdqbx2t5jc4JvCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"76a2fe752fc225c6f0a5cafb6cdcd0e24a6ef686b11863d531fc77306b39b6e6","last_reissued_at":"2026-07-05T09:18:07.539745Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T09:18:07.539745Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Simulating and analyzing a sparse order book: an application to intraday electricity markets","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.TR","authors_text":"Enzo Cogn\\'eville, Philippe Bergault","submitted_at":"2024-10-09T12:55:05Z","abstract_excerpt":"This paper presents a novel model for simulating and analyzing sparse limit order books (LOBs), with a specific application to the European intraday electricity market. In illiquid markets, characterized by significant gaps between order levels due to sparse trading volumes, traditional LOB models often fall short. Our approach utilizes an inhomogeneous Poisson process to accurately capture the sporadic nature of order arrivals and cancellations on both the bid and ask sides of the book. By applying this model to the intraday electricity market, we gain insights into the unique microstructural"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2410.06839","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2410.06839/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2410.06839","created_at":"2026-07-05T09:18:07.539805+00:00"},{"alias_kind":"arxiv_version","alias_value":"2410.06839v1","created_at":"2026-07-05T09:18:07.539805+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2410.06839","created_at":"2026-07-05T09:18:07.539805+00:00"},{"alias_kind":"pith_short_12","alias_value":"O2RP45JPYIS4","created_at":"2026-07-05T09:18:07.539805+00:00"},{"alias_kind":"pith_short_16","alias_value":"O2RP45JPYIS4N4FF","created_at":"2026-07-05T09:18:07.539805+00:00"},{"alias_kind":"pith_short_8","alias_value":"O2RP45JP","created_at":"2026-07-05T09:18:07.539805+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2509.10094","citing_title":"Competition and Incentives in a Shared Order Book","ref_index":8,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J","json":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J.json","graph_json":"https://pith.science/api/pith-number/O2RP45JPYIS4N4FFZL5WZXGQ4J/graph.json","events_json":"https://pith.science/api/pith-number/O2RP45JPYIS4N4FFZL5WZXGQ4J/events.json","paper":"https://pith.science/paper/O2RP45JP"},"agent_actions":{"view_html":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J","download_json":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J.json","view_paper":"https://pith.science/paper/O2RP45JP","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2410.06839&json=true","fetch_graph":"https://pith.science/api/pith-number/O2RP45JPYIS4N4FFZL5WZXGQ4J/graph.json","fetch_events":"https://pith.science/api/pith-number/O2RP45JPYIS4N4FFZL5WZXGQ4J/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J/action/timestamp_anchor","attest_storage":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J/action/storage_attestation","attest_author":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J/action/author_attestation","sign_citation":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J/action/citation_signature","submit_replication":"https://pith.science/pith/O2RP45JPYIS4N4FFZL5WZXGQ4J/action/replication_record"}},"created_at":"2026-07-05T09:18:07.539805+00:00","updated_at":"2026-07-05T09:18:07.539805+00:00"}