Wikipedia:Articles for deletion/VPIN

The following discussion is an archived debate of the proposed deletion of the article below. Please do not modify it. Subsequent comments should be made on the appropriate discussion page (such as the article's

talk page or in a deletion review

). No further edits should be made to this page.

The result was delete. There is a consensus to delete this article based on the comments here. If sockpuppetry is proven in the future this close can be brought up at WP:Deletion review. Callanecc (talk • contribs • logs) 04:44, 15 September 2014 (UTC)[reply]

VPIN

VPIN (edit | talk | history | protect | delete | links | watch | logs | views) – (View log · Stats)

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Moving from a PROD - too much article to warrant a PROD, and creator has long gone. Original PROD claim was "Subject is not relevant enough to deserve an article in Wikipedia. Issues have not been addressed after one year." Ronhjones  ^(Talk) 18:47, 2 September 2014 (UTC)[reply]

• Delete. The subject of this article is new research. It has not achieved (yet) enough notability to warrant an encyclopedic article. While the ideas described seem interesting, there has been no follow up for about a year. As Ronhjones  ^(Talk) has pointed out, the original creator has long gone. The Proposed Deletion (PROD) notice stayed in place for over a week, and nobody challenged it. Conclusion: Nobody seems to care about this topic. Fkswe25 (talk) 19:26, 2 September 2014 (UTC)[reply]

• Keep First of all, thanks goes to the nom for bringing this to AfD. Not enough people patrol PRODs for lack of action to be a reliable guide of article deficiency and this one certainly has enough sources to be a controversial deletion. A GScholar search for "volume synchronized probability of informed trading" nets 67 results, including a few secondary sources, such as From PIN to VPIN: An introduction to order flow toxicity and Bethel, E., David Leinweber, Oliver Rübel, and Kesheng Wu. "Federal market information technology in the post flash crash era: roles for supercomputing." In Proceedings of the fourth workshop on High performance computational finance, pp. 23-30. ACM, 2011, in addition to the secondary sources in the article, e.g, WSJ. There seems to be enough content in reliables source to pass notability per
  WP:SURMOUNTABLE problem. A notable topic and surmountable article problems suggests keeping the article. --Mark viking (talk) 22:49, 2 September 2014 (UTC)[reply
  ]

In summary, this is a dead article, discussing a fringe theory, on a micro-subject of dubious relevance. Sorry for the authors, but we cannot have thousands of these, or we will go mad parsing through them. For the sake of Wikipedia's quality, and out of respect for our Editors and Admins' time and dedication, let's delete it. Amsdist (talk) 00:09, 3 September 2014 (UTC)[reply]

• Delete: No notability. At least one paper extensively cited in this article has been withdrawn or retracted from a journal, i.e. "VPIN and the Flash Crash", by Torben G. Andersen and Oleg Bondarenko. Considering how rare retractions are in finance, this puts into question the article's content. I have the impression that the article may have been written in an attempt to recover from the retraction's fallout. I strongly advice against keeping it.. Potemkin70 (talk) 18:16, 3 September 2014 (UTC)[reply]

BTW, if you need another reason to delete, just read the article's Talk page: This article serves as a podium for a bunch of people's need to exchange accusations. Wikipedia should not be misused to legitimate personal fights or attacks. Fkswe25 (talk) 23:15, 4 September 2014 (UTC)[reply]

• Keep, for now.

As a bit of background: I am well familiar with whole VPIN literature; in the past, I made numerous edits to this wiki article; I am the one who tagged it with POV.

Fixing neutrality issues has been challenging. There is a small group of editors, who seem to be protecting interests of the VPIN patent holders and who vigorously fight incorporating in the article any critical evidence. The group seems to be coordinating their actions.

Nevertheless, if others don't mind, I would be happy to edit the existing article again. I would try to make it more balanced and streamlined. Since the last edit war, new academic evidence has been produced, which could help settle some contentious issues. At the very least, this would likely make the authors to re-appear, so we will know their opinion on possible deletion. Deletion is an extreme measure, which cannot be undone. Let's give it another try, say, a month or two?

As for notability, I will let others to decide. But here a few observations to keep in mind:

1. Currently, there are several dozen papers written on the topic of VPIN, more than 10 have been published, some in the very prestigious finance journals (Review of Financial Studies, Journal of Financial Markets (x3), Review of Finance, Mathematical Finance). This is rather remarkable, considering how relatively young the topic still is and how long does it take to publish in those journals.
2. Numerous secondary sources (WSJ, Bloomberg, Economist, etc.)
3. Just the first three VPIN papers by ELO have almost 40,000 combined downloads on SSRN network.
4. CFTC report cites the VPIN model as a plausible mechanism for preventing flash crashes. (CFTC is the main federal regulating agency.)
5. Other wiki articles reference VPIN. For example, https://en.wikipedia.org/wiki/2010_Flash_Crash states that, so far, VPIN is the only theory on the causes of the flash crash published in peer-reviewed journal.

Also, Potemkin70, sorry, but your reason/interpretation does not make a lot of sense. Wiki article on VPIN had already existed for more than a year before any work by Andersen and Bondarenko was even mentioned in it. Moreover, their paper "VPIN and the Flash Crash" [1] was published as a lead article by J. of Financial Markets (same journal, same editors, same title, same conclusions) -- hardly a "fallout" here. See https://en.wikipedia.org/wiki/Talk:VPIN for more details on this and related issues. NMLDP (talk) 01:14, 5 September 2014 (UTC)[reply]

Note: This debate has been included in the list of Business-related deletion discussions. • Gene93k (talk) 01:40, 5 September 2014 (UTC)[reply]

Note: This debate has been included in the list of Social science-related deletion discussions. • Gene93k (talk) 01:40, 5 September 2014 (UTC)[reply]

Thank you for the background information, NMLDP. I must respond to your comment, since you mentioned me by name. Your passion for the topic is obvious from your many entries in the Talk page. You obviously want to get your POV through, and that led you to take part in an edit war (please don't feel offended. I'm not judging you, only stating the facts). I think that having you review the article will only re-ignite an unnecessary controversy. The key point here is notability. There are tens of thousands of articles published in academic journals every year. Wikipedia is an encyclopedia, not a database of academic synopses. We cannot have an article for each paper that appears in the hundreds of "top journals" across all disciplines. The article does not explain how this theory has transformed the field. On the contrary, the article is plagued with criticism, as written by you (whether deserved, or not). Most importantly, I find fascinating that you want to preserve an article that discusses an academic model that you consider worthless. If you believe that this theory has no value, why do you want to preserve the article? You should be the first one interested in deleting it. That seems to confirm Potemkin70's suspicion that this article is being used by a couple of people to air their personal grievances. This does not serve the interests of the broad Wikipedia community. Respectfully, I vote to delete it. Amsdist (talk) 03:00, 5 September 2014 (UTC)[reply]

• Delete. It doesn't take a genius to realize what is going on. I kindly ask the Admin who will decide on the fate of this article to review its History and Talk page. About 95% of the content of this article comes from only 2 editors, who are involved in an extremely aggressive dispute, exchanging accusations and trying to discredit each other. The editor favorable to VPIN stopped contributing to the article about a year ago. The editor who thinks that VPIN is useless wants to keep the article... Really?? The problem is, there is no consensus possible. The two editors are involved in a war, and nobody else is interested in this topic, because the topic never deserved to be included in an encyclopedia in the first place. Keeping it will only bring another pathetic edit war between two individuals who are behaving unreasonably (one editor appears to have impersonated the other!). So much vanity and nonsense... I strongly suggest we delete it and end so much stupidity. This is the kind of stuff that gives Wikipedia a bad name. 70.208.83.198 (talk) 16:00, 5 September 2014 (UTC)[reply]

• Delete - As background: I'm a specialist in the subject of this article, and I have made quite a few contributions to it, as you can see from its History page. VPIN is valuable to me, however it is also clear to me that Cornellian1 should not have created this Wikipedia article, for the following reasons:

1. Notability. This subject is of interest to a handful of deep specialists, and has little to no interest for financial researchers, much less the general public. The proof is in the list of contributors. After more than two years, this article has been primarily edited by only a couple of people, using single-purpose accounts.
2. Conflict of interest and Bias editing That couple of editors have published on the subject elsewhere. Their reputations are at stake, thus the combative language and aggressive criticism. Because reputation is everything for academics, preserving the article can only perpetuate this fight for years to come, with ever greater aggressiveness. Paraphrasing Sayre's law, academic finance disputes are so bitter because there is so little at stake. There are just not enough people familiar with the topic to have a neutral, moderate discussion. Everyone who knows about VPIN has published research either in favor or against, and their contributions will be greatly biased as a result. In my opinion the article is not improving, but it is becoming more exasperating and uninformative with each new edit.
3. Wikipedia is not a soapbox or means of promotion. In creating the article, Cornellian1's intention may have been to make the subject more accessible to the general public. Instead, that editor should have written a pedagogic piece for a popular trade magazine. It just does not make any sense to create an encyclopedia article on a subject so new and fresh. The unfortunate consequence has been a public fight that has invited vicious (and in my opinion, undeserved) criticism.
4. Writing about your work. Both, advocates and critics, are quoting and promoting their own work, as evidenced from comments in the
   Proselytize
   , whether you are in favor or against this theory.
5. Wikipedia is not an abstracts repository. This article truly belongs to an index of published academic papers. Check the alternative outlets.

I hope the Admin decides to delete the article, because the editor critical of VPIN seems to be at it again since yesterday, expanding and commenting extensively on his own work... Berklabsci (talk) 17:57, 6 September 2014 (UTC)[reply]

• Delete. No notability, and evident conflict of interest from both sides of the argument. I would hope that VPIN gains some relevance over the next decades or two, but that is just a hope. Right now there is no reason to preserve this article. The few people who have written about it should cool down, meet for a dinner and discuss about it in person, rather than using Wikipedia as their personal blog[2]. I would hope that the article's main contributor, Cornellian1, seconds this motion. I saw that Ronhjones  was kind enough to leave a note for him in his User page. Mathscinet (talk) 20:51, 6 September 2014 (UTC)[reply]

Sadly the creator has not edited since 14:23, 2 October 2013. But he may have e-mail alerts tuned on. We'll have to wait and see if he surfaces. Ronhjones  ^(Talk) 21:05, 6 September 2014 (UTC)[reply]

Thank you so much, Ronhjones . All editors have stated their opinion now. Cornellian1 (talk) 16:47, 7 September 2014 (UTC)[reply]

• Delete -- I find it twisted that someone would like to keep the article just to criticize its content by quoting his own work... I do not see anything good coming out of keeping it. PaulTheOctopus (talk) 04:23, 7 September 2014 (UTC)[reply]

• Fine, DELETE: Thank you all for the above comments. Specially, thank you Ronhjones  for letting me know that this discussion was taking place. It was very nice to see that you cared about what my opinion might be. As some of the other editors have pointed out, I created this article and provided most of the content. I had the best intentions, and in doing so I didn't attack anyone's position. After reading carefully Wikipedia's guidelines, I must admit that this article should not exist for the reasons stated above. Most other co-editors (Berklabsci, Mathscinet, PaulTheOctopus) seem to agree. The only co-editor who suggests keeping it for now, NMLDP, is the one who has stated publicly his strong opinion that VPIN is useless. This is yet another reason to delete the article: The only co-editor who will revise it is unlikely to be neutral. I would therefore kindly ask the Admin to take into consideration the almost unanimous plead of the editors and proceed to delete this article. Thank you everyone for the effort you put into this. As someone suggested earlier, we should just meet for dinner and continue the conversation in person. Cornellian1 (talk) 16:39, 7 September 2014 (UTC)[reply]

• OK, I can see what the decision is going to be. So I will just add a few final thoughts to the obituary.

• Many editors simply state "No notability", with little objective support provided. In my earlier response, I listed a few remarkable facts about VPIN (items 1-5). How many recent ideas in finance can lay claim to something similar? I can give one more fact. There were about 16,000 views of the VPIN article over the last 12 months. This amounts to more than 40 per day, which seems a lot for a "dead article". For comparison, "Black-Scholes formula" (the most famous formula in finance) had about 8,000 views over the same period, and GMM (the method which received the Nobel prize last year and, thus, experienced unusual spike in interest) had about 10,000 views.

• Not only the topic is very notable, the article is also reasonably well-structured and written. It has plenty of quality sources, both original and secondary. No serious reason was given about the content of the article, which could not be fixed. So, I do agree with
  WP:SURMOUNTABLE
  problem.

• When one big camp of editors ("the mainstream research published over 17 years in numerous journals and textbooks by the leading experts, including a Nobel prize winner") joins the ranks with another big camp ("no notability", "a fringe theory of dubious relevance"), not much can be done. I think both viewpoints are extreme and the truth is somewhere in the middle. No question, VPIN is a controversial idea (but Wiki should not delete a notable article just because the topic is controversial). VPIN has generated a lot of attention from academics, practitioners, regulators, and media. It has been a very active research area.

• Instead of the content, many editors chose to focus on their "suspicions" regarding motives of others. To be clear, I was critical of the one-sided exposition, which only represented the view of the VPIN patent holders. I always insisted on two principles: (1) every major claim in the article must be supported by verifiable sources or removed, (2) no critical but relevant research should be disqualified from the article based on vacuous, artificial grounds (such as, CPS is only a working paper, it's a wrong market, wrong assets; AB published in a wrong journal, following a wrong review process, etc.) I don't think those are unreasonable principles. Many Wiki articles are able to blend alternatives viewpoints. In fact, the vast majority of the VPIN article still represents the position of the patent holders. But, I guess, it's either one-sided or not at all.

• R.I.P. VPIN. (And, sure, let's just all meet for dinner.) NMLDP (talk) 23:30, 7 September 2014 (UTC)[reply]

SPI case

There is an open sockpuppet investigation (SPI) of eight accounts, which appear to be controlled by one person. Six of them, PaulTheOctopus, Berklabsci, Mathscinet, Amsdist, Fkswe25, and Potemkin70 voted delete on this page. Details of the case can be found here [3]. Dendro75 (talk) 18:09, 9 September 2014 (UTC)[reply]

I had my suspicions. Thank you for letting us know. --Mark viking (talk) 18:20, 9 September 2014 (UTC)[reply]

More of the same... a new round of personal attacks by a single-purpose account... One more reason to delete this article and stop this nonsense. Fkswe25 (talk) 21:00, 9 September 2014 (UTC)[reply]

Thank you! Thank you! Thank you! The case is very thorough and convincing. I am still studying it, but look at the User Compare Report [4]. So striking! Same editors just keep rotating from article to article. Like Mark viking, I had very strong suspicions for a very long time. NMLDP (talk) 23:37, 10 September 2014 (UTC)[reply]

OK, this particular piece from SPI is very ironic. As an editor,

Erdos_number, and (2) simultaneously argues that VPIN is "fringe theory of dubious relevance. Sorry for the authors,..." How does one reconcile (1) and (2)? Amsdist

, do you have COI?

Then

Erdos_number and VPIN. Why does suddenly everyone seem only be interested in these two? Or, is it a coincidence? I do not think so. NMLDP (talk) 23:59, 10 September 2014 (UTC)[reply

]

Fkswe25, I see you "blanked" Talk:VPIN page. Please stop. Now that you are a subject of SPI, this really smells of desperation. If you believe that there are violations of Wikipedia rules, by all means, go after specific instances and specific editors. Do not just "blank" the whole 67,000-byte article, without a shred of evidence. Besides, you do not really delete the article -- anybody who wants can still read the previous histories. NMLDP (talk) 00:25, 11 September 2014 (UTC)[reply]

The above discussion is preserved as an archive of the debate. Please do not modify it. Subsequent comments should be made on the appropriate discussion page (such as the article's

talk page or in a deletion review

). No further edits should be made to this page.