Week 2: MODULE 2: ABMs in Finance
Lecture 10: "Dealers and Liquid Markets" by Dr. Perry Mehrling (http://www.perrymehrling.com/wp-content/uploads/2015/05/Lec-10-Dealers-and-Liquid-Security-Markets.pdf) Farmer, J. D., Patelli, P. & Zovko, I. I. The Predictive Power of Zero Intelligence in Financial Markets. arXiv:cond-mat/0309233 (2003).