Interacting gaps model, dynamics of order book, and stock-market fluctuations
DOI10.1140/EPJB/E2007-00185-4zbMATH Open1189.91132OpenAlexW2011236733MaRDI QIDQ978792FDOQ978792
Frantisek Slanina, A. Svorenčík
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1140/epjb/e2007-00185-4
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Cites Work
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- Learning the optimal trading strategy
- Preferential growth: solution and application to modeling stock market
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