Microstructure-based order placement in a continuous double auction agent based model (Q4586426)
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scientific article; zbMATH DE number 6935930
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| English | Microstructure-based order placement in a continuous double auction agent based model |
scientific article; zbMATH DE number 6935930 |
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Microstructure-based order placement in a continuous double auction agent based model (English)
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13 September 2018
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agent based modeling
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continuous double auction
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order placement
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market price impact
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high-frequency simulation
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0.7833882570266724
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0.7824164032936096
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0.7546806335449219
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0.7545375823974609
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0.7437433004379272
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