Wei Cui, Anthony Brabazon, Michael O Neill. Efficient trade execution using a genetic algorithm in an order book based artificial stock market. In Franz Rothlauf, editor, Genetic and Evolutionary Computation Conference, GECCO 2009, Proceedings, Montreal, Québec, Canada, July 8-12, 2009, Companion Material. pages 2023-2028, ACM, 2009. [doi]
Abstract is missing.