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Published in 2018 at "Annals of Operations Research"
DOI: 10.1007/s10479-016-2286-1
Abstract: Market regulators around the world are still debating whether or not high-frequency trading (HFT) is beneficial or harmful to market quality. We develop artificial commodities market populated with HFT scalpers and traditional commodities traders using…
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Keywords:
genetic programming;
strongly typed;
commodities markets;
typed genetic ... See more keywords