collaborators

1 paper

q-fin.TR2023

Adaptive Agents and Data Quality in Agent-Based Financial Markets

Colin M. Van Oort, Ethan Ratliff-Crain, Brian F. Tivnan +1

We present our Agent-Based Market Microstructure Simulation (ABMMS), an Agent-Based Financial Market (ABFM) that captures much of the complexity present in the US National Market S…