"Quickest detection of market shocks in agent based models of the order book."

Vikram Krishnamurthy, Anup Aryan (2012)

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DOI: 10.1109/CDC.2012.6426166

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Vikram Krishnamurthy, Anup Aryan:
Quickest detection of market shocks in agent based models of the order book. CDC 2012: 1480-1485

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