scholarly journals Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading

2016 ◽  
Author(s):  
Sandrine Jacob Leal ◽  
Mauro Napoletano
Keyword(s):  
High Frequency ◽  
High Frequency Trading ◽  
Agent Based Model ◽  
Agent Based ◽  
Regulatory Policies ◽  
Market Stability

scholarly journals Rock Around the Clock: An Agent-Based Model of Low- and High-Frequency Trading

2014 ◽  
Author(s):  
Sandrine Jacob Leal ◽  
Mauro Napoletano ◽  
Andrea Roventini ◽  
Giorgio Fagiolo
Keyword(s):  
High Frequency ◽  
High Frequency Trading ◽  
Agent Based Model ◽  
Agent Based

scholarly journals High frequency trading strategies, market fragility and price spikes: an agent based model perspective

2018 ◽  
Vol 282 (1-2) ◽  
pp. 217-244 ◽  
Author(s):  
Frank McGroarty ◽  
Ash Booth ◽  
Enrico Gerding ◽  
V. L. Raju Chinthalapati
Keyword(s):  
High Frequency ◽  
Trading Strategies ◽  
High Frequency Trading ◽  
Agent Based Model ◽  
Agent Based ◽  
Price Spikes

scholarly journals Rock around the clock: An agent-based model of low- and high-frequency trading

2015 ◽  
Vol 26 (1) ◽  
pp. 49-76 ◽  
Author(s):  
Sandrine Jacob Leal ◽  
Mauro Napoletano ◽  
Andrea Roventini ◽  
Giorgio Fagiolo
Keyword(s):  
High Frequency ◽  
High Frequency Trading ◽  
Agent Based Model ◽  
Agent Based

Simulations of an Agent-Based Model that Consists of a Large Number of Agents Moving Stochastically in a Wide Bounded Domain

2001 ◽  
Author(s):  
Minoru Tabata ◽  
Akira Ide ◽  
Nobuoki Eshima ◽  
Kyushu Takagi ◽  
Yasuhiro Takei ◽  
...  
Keyword(s):  
Bounded Domain ◽  
Agent Based Model ◽  
Agent Based
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