Some code by Vladislav Malyshkin

Liquidity Deficit paper
Liquidity Deficit paper at arXiv:1510.05510 [q-fin.CP]
Polynomial Calculations
Electrochemistry
Radon--Nikodym and Image Processing code example
Multiple Instance Learning and Distribution Regression code example
Supply Demand Quasi--Stationary Case Code Example
NASDAQ ITCH September, 20, 2012 data. (md5:f9ace10a332ae325618f4fad18e35c26 size:2743188547 bytes), select "Download"
NASDAQ ITCH data files
AMuseOfCashFlowAndLiquidityDeficit.zip