An agent-based modeling approach to study price impact

Wei Cui, Anthony Brabazon. An agent-based modeling approach to study price impact. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-8, IEEE, 2012. [doi]

Abstract

Abstract is missing.