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Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model (2022)

First Author: Gao K

Attributed to: Event-based parallel computing - partially ordered event-triggered systems (POETS) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2208.14207

Publication URI: https://arxiv.org/abs/2208.14207

Type: Other