Pages that link to "Item:Q4646795"
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The following pages link to A simulation analysis of the microstructure of double auction markets* (Q4646795):
Displayed 26 items.
- Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
- Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Staggered updating in an artificial financial market (Q844760) (← links)
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (Q1657375) (← links)
- Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Effects of common factors on dynamics of stocks traded by investors with limited information capacity (Q1784890) (← links)
- An analysis of price impact function in order-driven markets (Q1873949) (← links)
- Reinforcement learning equilibrium in limit order markets (Q2102852) (← links)
- Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← links)
- Machine learning and speed in high-frequency trading (Q2152342) (← links)
- A mathematical formulation of order cancellation for the agent-based modelling of financial markets (Q2164603) (← links)
- Modeling the emission trading scheme from an agent-based perspective: system dynamics emerging from firms' coordination among abatement options (Q2189905) (← links)
- Asset prices, traders' behavior and market design (Q2270562) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
- High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938) (← links)
- A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
- Heterogeneous information-based artificial stock market (Q4594872) (← links)
- Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach (Q4637662) (← links)
- Market-maker, inventory control and foreign exchange dynamics (Q4647282) (← links)
- A steady-state model of the continuous double auction (Q4647285) (← links)
- Fundamentalists clashing over the book: a study of order-driven stock markets (Q4647292) (← links)
- Statistical theory of the continuous double auction (Q4647293) (← links)
- Simulation based calibration using extended balanced augmented empirical likelihood (Q5963814) (← links)