Takanobu Mizuta, Wataru Matsumoto, Shintaro Kosugi, Kiyoshi Izumi, Takuya Kusumoto, Shinobu Yoshimura. Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 71-76, IEEE, 2014. [doi]
Abstract is missing.