Finding 5703Emerging EvidenceValidation V0
The study reveals that mean-field theory accurately predicts key financial metricsspread, price impact, and diffusion constantat low market-order intensity, but fails at high intensity due to non-Markovian effects impacting diffusion.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
The study reveals that mean-field theory accurately predicts key financial metricsspread, price impact, and diffusion constantat low market-order intensity, but fails at high intensity due to non-Markovian effects impacting diffusion.
key_findings bullet 2 · key_findings
Inspect source: 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 →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.