Raymond Yim, Andrew Brzezinski. Limit order placement across multiple exchanges. 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 1-8, IEEE, 2012. [doi]
@inproceedings{YimB12, title = {Limit order placement across multiple exchanges}, author = {Raymond Yim and Andrew Brzezinski}, year = {2012}, doi = {10.1109/CIFEr.2012.6327772}, url = {http://dx.doi.org/10.1109/CIFEr.2012.6327772}, researchr = {https://researchr.org/publication/YimB12}, cites = {0}, citedby = {0}, pages = {1-8}, booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012}, publisher = {IEEE}, isbn = {978-1-4673-1802-0}, }