An agent-based modeling approach to study price impact - researchr publication authors

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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]

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