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
- Publisher
- Journal of Artificial Societies and Social Simulation
- Journal / collection
- Journal of Artificial Societies and Social Simulation
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.18564/jasss.5403
The original publisher provides the full text and its access options.
Cite this source
Kang Gao; Perukrishnen Vytelingum; Stephen Weston; Wayne Luk; Ce Guo. High-Frequency Financial Market Simulation and Flash Crash Scenarios Analysis: An Agent-Based Modelling Approach. Journal of Artificial Societies and Social Simulation. 2024. https://doi.org/10.18564/jasss.5403