Xintong Wang, Michael P. Wellman. Spoofing the Limit Order Book: An Agent-Based Model. In Kate Larson, Michael Winikoff, Sanmay Das, Edmund Durfee, editors, Proceedings of the 16th Conference on Autonomous Agents and MultiAgent Systems, AAMAS 2017, São Paulo, Brazil, May 8-12, 2017. pages 651-659, ACM, 2017. [doi]
Abstract is missing.