JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
How does the performance of algorithm traders change when they take into account order book imbalance?
Shuto ENDO, Takanobu MIZUTA, Isao YAGI
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2023 Volume 2023 Issue FIN-031 Pages 16-21

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[in Japanese]
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