Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations

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]

Authors

Takanobu Mizuta

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Wataru Matsumoto

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Shintaro Kosugi

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Kiyoshi Izumi

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Takuya Kusumoto

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Shinobu Yoshimura

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