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08/17/2021
Simulation and estimation of an agent-based market-model with a matching engine
An agent-based model with interacting low frequency liquidity takers int...
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05/05/2021
Simulation and estimation of a point-process market-model with a matching engine
The extent to which a matching engine can cloud the modelling of underly...
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04/20/2021
Calibrating an adaptive Farmer-Joshi agent-based model for financial markets
We replicate the contested calibration of the Farmer and Joshi agent bas...
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02/22/2021