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]
@inproceedings{CuiBO09,
title = {Efficient trade execution using a genetic algorithm in an order book based artificial stock market},
author = {Wei Cui and Anthony Brabazon and Michael O Neill},
year = {2009},
doi = {10.1145/1570256.1570270},
url = {http://doi.acm.org/10.1145/1570256.1570270},
tags = {rule-based},
researchr = {https://researchr.org/publication/CuiBO09},
cites = {0},
citedby = {0},
pages = {2023-2028},
booktitle = {Genetic and Evolutionary Computation Conference, GECCO 2009, Proceedings, Montreal, Québec, Canada, July 8-12, 2009, Companion Material},
editor = {Franz Rothlauf},
publisher = {ACM},
isbn = {978-1-60558-505-5},
}