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Zhen Zhang

University of Bristol

University of Bristol,

Senate House, Tyndall Avenue

Bristol, Avon BS8 ITH

United Kingdom

  • University of Bristol

SCHOLARLY PAPERS

2

DOWNLOADS

275

TOTAL CITATIONS

2

Scholarly Papers (2)

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1.

Adding Supply/Demand Imbalance-Sensitivity to Simple Automated Trader-Agents

To appear in: A.-P. Rocha, L. Steels, & J. van den Herik (editors) "Agents and Artificial Intelligence: Selected Papers from ICAART2021", Springer, 2022.
Number of pages: 27 Posted: 08 Apr 2022
Dave Cliff, Zhen Zhang and Nathan Taylor
University of Bristol, University of Bristol and affiliation not provided to SSRN
Downloads 141 (527,599)
Citation 1

Abstract:

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Market Impact, Adaptive Trader Agents, Financial Markets, Multi-Agent Systems, Narrative Economics

2.

Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems

Number of pages: 15 Posted: 12 Apr 2021
Zhen Zhang and Dave Cliff
University of Bristol and University of Bristol
Downloads 134 (544,251)
Citation 1

Abstract:

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