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@ MIT
massachusetts institute of technolog y — artificial intelligence laborator y
Modeling Stock Order Flows
and Learning Market-Making
from Data
Adlar J. Kim and Christian R. Shelton
AI Memo 2002-009
CBCL Memo 217
© 2002
June 2002
m a s s a c h u s e t t s i n s t i t u t e o f t e c h n o l o g y, c a m b r i d g e , m a 0 2 1 3 9 u s a — w w w. a i . m i t . e d u
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