Zhen Zhang, Dave Cliff. Market Impact in Trader-agents: Adding Multi-level Order-flow Imbalance-sensitivity to Automated Trading Systems. In Ana Paula Rocha 0001, Luc Steels, H. Jaap van den Herik, editors, Proceedings of the 13th International Conference on Agents and Artificial Intelligence, ICAART 2021, Volume 2, Online Streaming, February 4-6, 2021. pages 426-436, SCITEPRESS, 2021. [doi]
Abstract is missing.