Agent-Based Model Exploration of Latency Arbitrage in Fragmented Financial Markets

Matthew Duffin, John Cartlidge. Agent-Based Model Exploration of Latency Arbitrage in Fragmented Financial Markets. In IEEE Symposium Series on Computational Intelligence, SSCI 2018, Bangalore, India, November 18-21, 2018. pages 2312-2320, IEEE, 2018. [doi]

Authors

Matthew Duffin

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John Cartlidge

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