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An agent based model of the E-Mini S&P 500 applied to flash crash analysis.

Mark E. PaddrikRoy HayesAndrew ToddSteve Y. YangPeter A. BelingWilliam T. Scherer
Published in: CIFEr (2012)
Keyphrases
  • real time
  • data analysis
  • statistical analysis
  • quantitative analysis
  • neural network
  • real world
  • computer vision
  • social media
  • empirical analysis