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Modeling the High-Frequency FX Market: An Agent-Based Approach

Aloud, Monira and Fasli, Maria and Tsang, Edward and Dupuis, Alexander and Olsen, Richard (2017) Modeling the High-Frequency FX Market: An Agent-Based Approach. Computational Intelligence, 33 (4). pp. 771-825. DOI https://doi.org/10.1111/coin.12114



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Filename: FXABM-ID-COIN-OA-08-15-2254(20160904).pdf

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