Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation
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arXiv
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| Main Authors: | Endo, Shuto, Mizuta, Takanobu, Yagi, Isao |
|---|---|
| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | |
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