Philippe Mathieu, Yann Secq. Using LCS to Exploit Order Book Data in Artificial Markets. T. Computational Collective Intelligence, 15:69-88, 2014. [doi]
@article{MathieuS14,
title = {Using LCS to Exploit Order Book Data in Artificial Markets},
author = {Philippe Mathieu and Yann Secq},
year = {2014},
doi = {10.1007/978-3-662-44750-5_4},
url = {http://dx.doi.org/10.1007/978-3-662-44750-5_4},
researchr = {https://researchr.org/publication/MathieuS14},
cites = {0},
citedby = {0},
journal = {T. Computational Collective Intelligence},
volume = {15},
pages = {69-88},
}