Spoofing the Limit Order Book: A Strategic Agent-Based Analysis
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Cited by:
- Zijian Shi & John Cartlidge, 2023. "Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology," Papers 2303.00080, arXiv.org.
- Zijian Shi & John Cartlidge, 2024. "Neural stochastic agent‐based limit order book simulation with neural point process and diffusion probabilistic model," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 31(2), June.
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Keywords
market manipulation; agent-based simulation; trading agents; empirical game-theoretic analysis;All these keywords.
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