High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gao, Kang, Vytelingum, Perukrishnen, Weston, Stephen, Luk, Wayne, Guo, Ce
Format:	Preprint
Published:	2022
Subjects:	Trading and Market Microstructure Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2208.13654