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A mathematical approach to order book modeling
Abergel, Frédéric, (2013)
From lab experiments to the field : the case of a price formation model based on laboratory findings
Xin, Baohua, (2022)
Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework
Mandes, Alexandru, (2015)
Empirical extraction of mechanisms underlying real world network generation
Itzhack, Royi, (2010)
The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models
Muchnik, Lev, (2003)
Traders imprint themselves by adaptively updating their own avatar
Daniel, Gilles, (2006)