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Learning and evolution of trading strategies in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - 2013
Persistent link: https://www.econbiz.de/10009775514
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Learning and information dissemination in limit order markets
Wei, Lijian; Zhang, Wei; He, Xue-zhong; Zhang, Yongjie - 2013
Persistent link: https://www.econbiz.de/10009749970
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A behavioural model of investor sentiment in limit order markets
Chiarella, Carl; He, Xue-zhong; Shi, Lei; Wei, Lijian - 2014
Persistent link: https://www.econbiz.de/10010349284
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Machine learning and speed in high-frequency trading
Arifovic, Jasmina; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 139 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013464913