@article{highfrequencyfinancialmarketsimulation,
  title = {High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach},
  author = {Kang Gao and Perukrishnen Vytelingum and Stephen Weston and Wayne Luk and Ce Guo},
  year = {2022},
  eprint = {2208.13654},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2208.13654v1},
}