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"Market Impact in Trader-agents: Adding Multi-level Order-flow ..."

Zhen Zhang, Dave Cliff (2021)

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DOI: 10.5220/0010391004260436

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-25

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Zhen Zhang, Dave Cliff:
Market Impact in Trader-agents: Adding Multi-level Order-flow Imbalance-sensitivity to Automated Trading Systems. ICAART (2) 2021: 426-436

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