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Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects.
Peter Belcak
Jan-Peter Calliess
Stefan Zohren
Published in:
CoRR (2020)
Keyphrases
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agent based simulation
theoretical framework
main contribution
simulation model
theoretical foundation
multi agent
prior studies
artificial intelligence
search engine
case study
information technology
empirical studies
statistical analysis
prefetching
cognitive style