Mahmoud Mahfouz, Tucker Balch, Manuela Veloso, Danilo P. Mandic. Learning to classify and imitate trading agents in continuous double auction markets. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]
Abstract is missing.