Calibration of the agent-based continuous double auction stock market by scaling analysis

Yuelei Li, Wei Zhang 0026, Yongjie Zhang, Xiaotao Zhang, Xiong Xiong. Calibration of the agent-based continuous double auction stock market by scaling analysis. Inf. Sci., 256:46-56, 2014. [doi]

Authors

Yuelei Li

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Wei Zhang 0026

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Yongjie Zhang

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Xiaotao Zhang

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Xiong Xiong

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