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