Technical Program
Paper Detail
| Paper: | SS-L6.6 | ||
| Session: | Financial Signal Processing and Electronic Trading | ||
| Location: | Room 110 | ||
| Session Time: | Thursday, May 30, 15:20 - 17:20 | ||
| Presentation Time: | Thursday, May 30, 17:00 - 17:20 | ||
| Presentation: | Lecture | ||
| Topic: | Special Sessions: Financial Signal Processing and Electronic Trading | ||
| Paper Title: | DETECTING ASSET VALUE DISLOCATIONS IN MULTI-AGENT MODELS OF MARKET MICROSTRUCTURE | ||
| Authors: | Vikram Krishnamurthy, Anup Aryan, University of British Columbia, Canada | ||