An agent based model of the E-Mini S&P 500 applied to flash crash analysis-Reference-Cited by-同舟云学术

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An agent based model of the E-Mini S&P 500 applied to flash crash analysis

Published:2012-03 Issue: Volume: Page:
ISSN:
Container-title:2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)
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Author:

Paddrik Mark,Hayes Roy,Todd Andrew,Yang Steve,Beling Peter,Scherer William

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx5/6294089/6327764/06327800.pdf?arnumber=6327800

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