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]
@inproceedings{PaddrikHTYBS12,
title = {An agent based model of the E-Mini S&P 500 applied to flash crash analysis},
author = {Mark E. Paddrik and Roy Hayes and Andrew Todd and Steve Yang and Peter Beling and William Scherer},
year = {2012},
doi = {10.1109/CIFEr.2012.6327800},
url = {http://dx.doi.org/10.1109/CIFEr.2012.6327800},
researchr = {https://researchr.org/publication/PaddrikHTYBS12},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012},
publisher = {IEEE},
isbn = {978-1-4673-1802-0},
}