Andrew Todd, Peter A. Beling, William T. Scherer. Order Routing and Arbitrage Opportunities in a Multi-Market Trading Simulation. In IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015. pages 1774-1777, IEEE, 2015. [doi]
@inproceedings{ToddBS15-0,
title = {Order Routing and Arbitrage Opportunities in a Multi-Market Trading Simulation},
author = {Andrew Todd and Peter A. Beling and William T. Scherer},
year = {2015},
doi = {10.1109/SSCI.2015.247},
url = {http://dx.doi.org/10.1109/SSCI.2015.247},
researchr = {https://researchr.org/publication/ToddBS15-0},
cites = {0},
citedby = {0},
pages = {1774-1777},
booktitle = {IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015},
publisher = {IEEE},
isbn = {978-1-4799-7560-0},
}