Statistical analysis and agent-based microstructure modeling of high-frequency financial trading

Ponta, Linda, Scalas, Enrico, Raberto, Marco and Cincotti, Silvano (2012) Statistical analysis and agent-based microstructure modeling of high-frequency financial trading. IEEE Journal of Selected Topics in Signal Processing, 6 (4). pp. 381-387. ISSN 1932-4553

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Item Type: Article
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Research Centres and Groups: Probability and Statistics Research Group
Subjects: Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics
Depositing User: Enrico Scalas
Date Deposited: 24 Sep 2014 06:00
Last Modified: 19 Nov 2018 15:54
URI: http://srodev.sussex.ac.uk/id/eprint/50238
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