May 2010 flash crash / Aug 2015. HFT cascade-dynamics. Kirilenko 2017 SEC-CFTC analysis. Order-book transient-dynamics. Bridges nonlinear-dynamics + finance + regulation.
May 2010 flash crash / Aug 2015. HFT cascade-dynamics. Kirilenko 2017 SEC-CFTC analysis. Order-book transient-dynamics. Bridges nonlinear-dynamics + finance + regulation.