Learning, information processing and order submission in limit order markets
type: Item
instance of: scholarly article
title: Learning, information processing and order submission in limit order markets
zbMATH Open document ID: 1401.91574
author: Carl Chiarella
author: Xue-Zhong He
author: Lijian Wei
publication date: 2018-08-13T00:00:00Z
full work available at URL: http://hdl.handle.net/10453/37892
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 6916993
zbMATH Keywords: limit order book
zbMATH Keywords: order submission
zbMATH Keywords: genetic algorithm learning
zbMATH Keywords: asymmetric information
zbMATH Keywords: probability of informed trading
MaRDI profile type: Publication
OpenAlex ID: W2217182026
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DOI: 10.1016/J.JEDC.2015.09.013
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916993