Order book modeling and control
On 6th May 2010, the stock market experienced in few minutes a large price decline and recovery collectively known as the Flash Crash. A serie of events on financial market before and during the flash crash setted up a high volume of transactions and unbalanced order flow collapsing into a lack of l...
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| Format: | Others |
| Language: | English |
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Instituto Tecnológico de Aeronáutica
2012
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| Online Access: | http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=2209 |