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[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - An analysis of price impact functions of individual trades on the London Stock Exchange

[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - An analysis of price impact functions of individual trades on the London Stock Exchange

Wilinski, Mateusz; Cui, Wei; Brabazon, Anthony
  • 作者Wilinski, Mateusz; Cui, Wei; Brabazon, Anthony
  • 文件大小339.43KB
  • 发表时间2014
  • DOI10.1109/cifer.2014.6924047
  • 页码1-8
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