Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. - James Paulin; Anisoara Calinescu; Michael J. Wooldridge (CoRR, 2018)

Agent-Based Modeling for Complex Financial Systems. - James Paulin; Anisoara Calinescu; Michael J. Wooldridge (IEEE Intell. Syst., 2018)