Monira Aloud, Maria Fasli, Edward P. K. Tsang, Alexander Dupuis, Richard Olsen. Modeling the High-Frequency FX Market: An Agent-Based Approach. Computational Intelligence, 33(4):771-825, 2017. [doi]
@article{AloudFTDO17,
title = {Modeling the High-Frequency FX Market: An Agent-Based Approach},
author = {Monira Aloud and Maria Fasli and Edward P. K. Tsang and Alexander Dupuis and Richard Olsen},
year = {2017},
doi = {10.1111/coin.12114},
url = {https://doi.org/10.1111/coin.12114},
researchr = {https://researchr.org/publication/AloudFTDO17},
cites = {0},
citedby = {0},
journal = {Computational Intelligence},
volume = {33},
number = {4},
pages = {771-825},
}