Market Impact in Trader-agents: Adding Multi-level Order-flow Imbalance-sensitivity to Automated Trading Systems.
Zhen ZhangDave CliffPublished in: ICAART (2) (2021)
Keyphrases
- trading systems
- trading strategies
- cooperative
- decision making
- machine learning
- resource allocation
- multi agent
- multiple agents
- mobile agents
- multiagent systems
- software systems
- mechanism design
- autonomous agents
- text classification
- case based reasoning
- multi agent systems
- artificial intelligence
- information retrieval