Megan Shearer, David Byrd, Tucker Hybinette Balch, Michael P. Wellman. Stability effects of arbitrage in exchange traded funds: an agent-based model. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]
@inproceedings{ShearerBBW21,
title = {Stability effects of arbitrage in exchange traded funds: an agent-based model},
author = {Megan Shearer and David Byrd and Tucker Hybinette Balch and Michael P. Wellman},
year = {2021},
doi = {10.1145/3490354.3494414},
url = {https://doi.org/10.1145/3490354.3494414},
researchr = {https://researchr.org/publication/ShearerBBW21},
cites = {0},
citedby = {0},
booktitle = {ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021},
editor = {Anisoara Calinescu and Lukasz Szpruch},
publisher = {ACM},
isbn = {978-1-4503-9148-1},
}