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Statistical analysis and agent-based microstructure modeling of high-frequency financial trading

journal contribution
posted on 2023-06-08, 18:24 authored by Linda Ponta, Enrico Scalas, Marco Raberto, Silvano Cincotti
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History

Publication status

  • Published

Journal

IEEE Journal of Selected Topics in Signal Processing

ISSN

1932-4553

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

External DOI

Issue

4

Volume

6

Page range

381-387

Department affiliated with

  • Mathematics Publications

Research groups affiliated with

  • Probability and Statistics Research Group Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2014-09-24

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