Interactions of market making algorithms: a study on perceived collusion

Wei Xiong, Rama Cont. Interactions of market making algorithms: a study on perceived collusion. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]

Abstract

Abstract is missing.