Spoofing the limit order book : a strategic agent-based analysis
Year of publication: |
2021
|
---|---|
Authors: | Wang, Xintong ; Hoang, Christopher ; Vorobeychik, Yevgeniy ; Wellman, Michael P. |
Published in: |
Games. - Basel : MDPI, ISSN 2073-4336, ZDB-ID 2527220-2. - Vol. 12.2021, 2, Art.-No. 46, p. 1-43
|
Subject: | agent-based simulation | empirical game-theoretic analysis | market manipulation | trading agents | Spieltheorie | Game theory | Agentenbasierte Modellierung | Agent-based modeling | Wertpapierhandel | Securities trading | Simulation |
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