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Kang Gao

3 papers hereh-index 541 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP2
  • q-fin.TR1
same name
  • Kang Gao — 8 papers, h 8
  • Kang Gao — 2 papers, h 3
  • Kang Gao — 2 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedDeeper Hedging: A New Agent-based Model for Effective Deep Hedging

6 citations · 12 across the 2 of their papers we have counts for

collaborators
Showing q-fin.TRShow all

1 paper · 1 filter

q-fin.TR2022★ 6 cited

High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach

Kang Gao, Perukrishnen Vytelingum, Stephen Weston +2

This paper describes simulations and analysis of flash crash scenarios in an agent-based modelling framework. We design, implement, and assess a novel high-frequency agent-based fi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.