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]
@inproceedings{ChoN21-0,
title = {Bit by bit: how to realistically simulate a crypto-exchange},
author = {Christopher J. Cho and Timothy J. Norman},
year = {2021},
doi = {10.1145/3490354.3494380},
url = {https://doi.org/10.1145/3490354.3494380},
researchr = {https://researchr.org/publication/ChoN21-0},
cites = {0},
citedby = {0},
booktitle = {ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021},
editor = {Anisoara Calinescu and Lukasz Szpruch},
publisher = {ACM},
isbn = {978-1-4503-9148-1},
}