Learning, information processing and order submission in limit order markets (Q1657445)

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scientific article; zbMATH DE number 6916993
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Learning, information processing and order submission in limit order markets
scientific article; zbMATH DE number 6916993

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    Learning, information processing and order submission in limit order markets (English)
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    13 August 2018
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    limit order book
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    order submission
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    genetic algorithm learning
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    asymmetric information
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    probability of informed trading
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