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]
@inproceedings{WangW17-24,
title = {Spoofing the Limit Order Book: An Agent-Based Model},
author = {Xintong Wang and Michael P. Wellman},
year = {2017},
url = {http://dl.acm.org/citation.cfm?id=3091219},
researchr = {https://researchr.org/publication/WangW17-24},
cites = {0},
citedby = {0},
pages = {651-659},
booktitle = {Proceedings of the 16th Conference on Autonomous Agents and MultiAgent Systems, AAMAS 2017, São Paulo, Brazil, May 8-12, 2017},
editor = {Kate Larson and Michael Winikoff and Sanmay Das and Edmund Durfee},
publisher = {ACM},
}