Market Impact in Trader-agents: Adding Multi-level Order-flow Imbalance-sensitivity to Automated Trading Systems.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/icaart/ZhangC21
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Market Impact in Trader-agents: Adding Multi-level Order-flow Imbalance-sensitivity to Automated Trading Systems.
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Market Impact in Trader-agents: Adding Multi-level Order-flow Imbalance-sensitivity to Automated Trading Systems.
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