Learning, information processing and order submission in limit order markets

DOI10.1016/j.jedc.2015.09.013zbMath1401.91574OpenAlexW2217182026MaRDI QIDQ1657445

Xue-Zhong He, Carl Chiarella, Lijian Wei

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/37892

zbMATH Keywords

asymmetric informationlimit order bookgenetic algorithm learningorder submissionprobability of informed trading

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)

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