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]
@inproceedings{CuiB12-0,
title = {An agent-based modeling approach to study price impact},
author = {Wei Cui and Anthony Brabazon},
year = {2012},
doi = {10.1109/CIFEr.2012.6327798},
url = {http://dx.doi.org/10.1109/CIFEr.2012.6327798},
researchr = {https://researchr.org/publication/CuiB12-0},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012},
publisher = {IEEE},
isbn = {978-1-4673-1802-0},
}