Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment

Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang. Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment. In Anthony Brabazon, Michael O'Neill, Dietmar Maringer, editors, Natural Computing in Computational Finance - Volume 4. Volume 380 of Studies in Computational Intelligence, pages 181-197, Springer, 2012. [doi]

Abstract

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