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]
@inproceedings{XiongC21-1, title = {Interactions of market making algorithms: a study on perceived collusion}, author = {Wei Xiong and Rama Cont}, year = {2021}, doi = {10.1145/3490354.3494397}, url = {https://doi.org/10.1145/3490354.3494397}, researchr = {https://researchr.org/publication/XiongC21-1}, cites = {0}, citedby = {0}, booktitle = {ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021}, editor = {Anisoara Calinescu and Lukasz Szpruch}, publisher = {ACM}, isbn = {978-1-4503-9148-1}, }