Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation

Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura. Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 138-143, IEEE, 2014. [doi]

Abstract

Abstract is missing.