1. The Epps effect under alternative sampling schemes;Chang;Physica A,2021
2. Can agent-based models probe market microstructure?;Platt;Physica A,2018
3. Calibrating high-frequency trading data to agent-based models using approximate bayesian computation;Goosen,2020
4. Low-latency trading in the cloud environment;Addison,2019
5. Disruptor: High performance alternative to bounded queues for exchanging data between concurrent threads;Thompson,2011