The analysis included the single cancellation order probability of pure noise market, homogeneity cancellation, heterogeneity cancellation in real market and repenting index.

• 以撤单指令为基础构建一种新的、不同于价格的金融市场分析模式，这一模式包括纯噪声市场、同质撤单、异质撤单以及毁约指标等模型。