Tootfinder

Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
Taiki Wakatsuki, Kiyoshi Kanazawa
https://arxiv.org/abs/2510.01814

Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
The Santa Fe model is an established econophysics model for describing stochastic dynamics of the limit order book from the viewpoint of the zero-intelligence approach. While its foundation was studied by combining a dimensional analysis and a mean-field theory by E. Smith et al. in Quantitative Finance 2003, their arguments are rather heuristic and lack solid mathematical foundation; indeed, their mean-field equations were derived with heuristic arguments and their solutions were not explicitl…

Grid Frequency Stability Support Potential of Data Center: A Quantitative Assessment of Flexibility
Pengyu Ren, Wei Sun, Yifan Wang, Gareth Harrison
https://arxiv.org/abs/2510.01050

Grid Frequency Stability Support Potential of Data Center: A Quantitative Assessment of Flexibility
The rapid expansion of data center infrastructure is reshaping power system dynamics by significantly increasing electricity demand while also offering potential for fast and controllable flexibility. To ensure reliable operation under such conditions, the frequency secured unit commitment problem must be solved with enhanced modeling of demand side frequency response. In this work, we propose a data-driven linearization framework based on decision tree based constraint learning to embed nonlin…