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Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework
Mandes, Alexandru, (2015)
The algorithmic future of EU market conduct supervision : a preliminary check
Azzutti, Alessio, (2023)
Rock Around the Clock : An Agent-Based Model of Low- and High-Frequency Trading
Jacob Leal, Sandrine, (2014)
Testing double auction as a component within a generic market model architecture
Derveeuw, Julien, (2007)
A Broad-Spectrum Computational Approach for Market Efficiency
Brandouy, Olivier, (2006)