Work

An agent based model of the E-Mini S&P 500 applied to flash crash analysis

Year: 2012

Type: conference-paper

Source: IEEE Conference on Computational Intelligence for Financial Engineering & Economics

DOI: 10.1109/cifer.2012.6327800

Authors: Mark Paddrik, Roy Hayes, Andrew Todd, Steve Yang, Peter Beling, William Scherer

Institution: University of Virginia

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2057537221

FWCI: 36.86

Cites: 20

Cited by: 66

Related to: 10