11 citations · 28 across the 15 of their papers we have counts for
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cs.MA2021
BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling
Dave Cliff
I describe the rationale for, and design of, an agent-based simulation model of a contemporary online sports-betting exchange: such exchanges, closely related to the exchange mecha…
cs.MA2021★ 1 cited
Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders
Henry Hanifan, Ben Watson, John Cartlidge +1
We consider issues of time in automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction ma…