Spoofing the Limit Order Book: An Agent-Based Model

Xintong Wang, Michael Paul Wellman. Spoofing the Limit Order Book: An Agent-Based Model. In The Workshops of the The Thirty-First AAAI Conference on Artificial Intelligence, Saturday, February 4-9, 2017, San Francisco, California, USA. AAAI Workshops, AAAI Press, 2017. [doi]

Authors

Xintong Wang

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Michael Paul Wellman

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