Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi. A study on the reversal mechanism for large stock price declines using artificial markets. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-7, IEEE, 2012. [doi]
Abstract is missing.