High frequency trading and learning in a dynamic limit order market

Arifovic, J Chiarella, C He, X

Wei, L

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Field	Value	Language
dc.contributor.author	Arifovic, J	en_US
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	He, X https://orcid.org/0000-0003-1446-9996	en_US
dc.contributor.author	Wei, L	en_US
dc.date	2016-06-26	en_US
dc.date.issued	2016-06-26	en_US
dc.identifier.citation	2016	en_US
dc.identifier.uri	http://hdl.handle.net/10453/85524
dc.relation	http://purl.org/au-research/grants/arc/DP110104487
dc.relation	http://purl.org/au-research/grants/arc/DP130103210
dc.relation.ispartof	International Conference on Computing in Economics and Finance	en_US
dc.title	High frequency trading and learning in a dynamic limit order market	en_US
dc.type	Conference Proceeding
utslib.location.activity	Bordeaux	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.finish-date	2016-06-28	en_US
pubs.start-date	2016-06-26	en_US

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