Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Endo, Shuto, Mizuta, Takanobu, Yagi, Isao
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Computer Science and Game Theory Multiagent Systems
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.16912