we can also damp the heat equation:

\begin{equation} \pdv{u}{t} + ku = \pdv[2]{u}{x} \end{equation}

we note that substituting \(u(t,x) = e^{-kt}w(t,x)\) into the expression, we yield:

\begin{equation} \pdv{w}{t} = \pdv[2]{w}{t} \end{equation}

therefore, we simply have to solve the system normally on \(w\), then multiply the solution by \(e^{-kt}\) to obtain our solution for the damped equation.

darkpools are non-exchange, non-published exchange which doesn’t have the same reporting obligations of a stock market. The only thing they have to report is the actual filled transactions after 90 seconds.

darkpools are used because the order book/bid-ask spread is not leaked, which means large transactions will not be able to influence the market as much.

For data inference tasks, categorical data