Bit by bit: how to realistically simulate a crypto-exchange

Christopher J. Cho, Timothy J. Norman. Bit by bit: how to realistically simulate a crypto-exchange. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]

Abstract

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