External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

An agent based model of the E-Mini S&P 500 applied to flash crash analysis

Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Yang, Peter Beling, William Scherer. An agent based model of the E-Mini S&P 500 applied to flash crash analysis. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-8, IEEE, 2012. [doi]

Authors

Mark E. Paddrik

This author has not been identified. Look up 'Mark E. Paddrik' in Google

Roy Hayes

This author has not been identified. Look up 'Roy Hayes' in Google

Andrew Todd

This author has not been identified. Look up 'Andrew Todd' in Google

Steve Yang

This author has not been identified. Look up 'Steve Yang' in Google

Peter Beling

This author has not been identified. Look up 'Peter Beling' in Google

William Scherer

This author has not been identified. Look up 'William Scherer' in Google
runs on