@article{modelingmetaorderimpactwithanon, title = {Modeling metaorder impact with a Non-Markovian Zero Intelligence model}, author = {Adele Ravagnani and Fabrizio Lillo}, year = {2025}, eprint = {2503.05254}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2503.05254v2}, }