Learning, information processing and order submission in limit order markets (Q1657445)
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scientific article; zbMATH DE number 6916993
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| default for all languages | No label defined |
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| English | Learning, information processing and order submission in limit order markets |
scientific article; zbMATH DE number 6916993 |
Statements
Learning, information processing and order submission in limit order markets (English)
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13 August 2018
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limit order book
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order submission
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genetic algorithm learning
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asymmetric information
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probability of informed trading
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0.8223364353179932
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0.793283998966217
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0.7780589461326599
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0.7494492530822754
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0.7481643557548523
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