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Jean-Philippe Bouchaud, J Doyne Farmer, Fabrizio Lillo · 2009

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q-fin.TR 1

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2025 1

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CONDITIONAL 1

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Agent-based Liquidity Risk Modelling for Financial Markets

q-fin.TR · 2025-05-21 · conditional · novelty 6.0

A calibrated agent-based market simulator computes liquidity risk surfaces for Hang-Seng futures, but its claimed emergent price impact is largely inherited from a fitted impact function.

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  • Agent-based Liquidity Risk Modelling for Financial Markets q-fin.TR · 2025-05-21 · conditional · none · ref 8

    A calibrated agent-based market simulator computes liquidity risk surfaces for Hang-Seng futures, but its claimed emergent price impact is largely inherited from a fitted impact function.