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High-Frequency Financial Market Simulation and Flash Crash Scenarios Analysis: An Agent-Based Modelling Approach.
Kang Gao
Perukrishnen Vytelingum
Stephen Weston
Wayne Luk
Ce Guo
Published in:
J. Artif. Soc. Soc. Simul. (2024)
Keyphrases
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high frequency
agent based models
low frequency
visual quality
simulation model
financial markets
low pass
high resolution
wavelet transform
complex systems
numerical analysis
computer vision
multiscale
multi resolution analysis