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]
@inproceedings{WangW17a-5,
title = {Spoofing the Limit Order Book: An Agent-Based Model},
author = {Xintong Wang and Michael Paul Wellman},
year = {2017},
url = {http://aaai.org/ocs/index.php/WS/AAAIW17/paper/view/15158},
researchr = {https://researchr.org/publication/WangW17a-5},
cites = {0},
citedby = {0},
booktitle = {The Workshops of the The Thirty-First AAAI Conference on Artificial Intelligence, Saturday, February 4-9, 2017, San Francisco, California, USA},
series = {AAAI Workshops},
publisher = {AAAI Press},
}