Research output per year
Research output per year
Research output
- 46 results
Search results
-
2024
A Cloud-Native Distributed Real-Time Multi-Agent Stock Exchange Simulator for Investigating Inter-Market Arbitrage
Varosyan, A. & Cliff, D., 20 Sept 2024, Proceedings of the 36th European Modeling and Simulation Symposium. Longo, F. (ed.). CAL-TEK SRL, 14 p. 30. (European Modeling and Simulation Symposium, EMSS).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open Access -
Never Mind The No-Ops: Faster and Less Volatile Simulation Modelling of Co-Evolutionary Species Interactions via Spatial Cyclic Games
Cliff, D., 15 Jun 2024, (Accepted/In press) Proceedings of the 36th European Modeling and Simulation Symposium. Longo, F., Affenzeller, M., Bruzzone, A. G., Jimenez, E., Longo, F. & Petrillo, A. (eds.). CAL-TEK SRL, 14 p. (Proceedings of the European Modeling and Simulation Symposium).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile2 Downloads (Pure) -
The Devil Lies in The Detail for Species Coexistence Stability in Ablated and Unablated Five-Species Evolutionary Spatial Cyclic Games
Cliff, D., 22 Oct 2024, (Submitted) Bioinformatics 2025. 14 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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Tournament versus Circulant: On Simulating 7-Species Evolutionary Spatial Cyclic Games with Ablated Predator-Prey Networks as Models of Biodiversity
Cliff, D., 18 Sept 2024, Proceedings of the 36th European Modeling and Simulation Symposium. Longo, F., Affenzeller, M., Jimenez, E., Bruzzone, A. G., Longo, F. & Petrillo, A. (eds.). CAL-TEK SRL, 14 p. (European Modeling and Simulation Symposium, EMSS).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile2 Downloads (Pure) -
2023
Co-Evolution Causes Instability: Differential Evolution of ZIP Automated Traders in a Simulated Financial Market
Cliff, D., 15 Jun 2023, (Accepted/In press) Proceedings of the 2023 European Modeling and Simulation Symposium (EMSS23).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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Metapopulation Differential Co-Evolution of Trading Strategies in a Model Financial Market
Cliff, D., 30 Jan 2023, Proceedings of the 2022 IEEE Symposium Series on Computational Intelligence, SSCI 2022. Ishibuchi, H., Kwoh, C.-K., Tan, A.-H., Srinivasan, D., Miao, C., Trivedi, A. & Crockett, K. (eds.). Institute of Electrical and Electronics Engineers (IEEE), p. 1600-1609 10 p. (Proceedings (IEEE Symposium Series on Computational Intelligence)).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile8 Citations (Scopus)166 Downloads (Pure) -
Recurrence-Plot Visualization and Quantitative Analysis of Long-Term Co-Evolutionary Dynamics in a Simulated Financial Market with ZIP Traders
Cliff, D., 9 May 2023, (Accepted/In press) Proceedings of the 20th International Conference on Modeling, Simulation, and Visualization Methods (MSV2023).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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Simulation Studies of Automated Trading Algorithms for Financial Exchanges Operating Frequent Batch Auctions
Savidge, D. & Cliff, D., 15 Jun 2023, (Accepted/In press) Proceedings of the 2023 European Modeling and Simulation Symposium. CAL-TEK SRL, 12 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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Studying Narrative Economics by Adding Continuous-Time Opinion Dynamics to an Agent-Based Model of Co-Evolutionary Adaptive Financial Markets
Bokhari, A. & Cliff, D., 22 Feb 2023, Proceedings of the 15th International Conference on Agents and Artificial Intelligence.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
1 Citation (Scopus) -
XGBoost Learning of Dynamic Wager Placement for In-Play Betting on an Agent-Based Model of a Sports Betting Exchange
Terawong, C. & Cliff, D., 27 Dec 2023, (Accepted/In press) Proceedings of the 16th International Conference on Agents and Artificial Intelligence (ICAART2024). Paula Rocha, A., Steels , L. & van den Herik, J. (eds.). SciTePress, Vol. 1. p. 159-171 13 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile12 Downloads (Pure) -
2022
Adding Supply/Demand Imbalance-Sensitivity to Simple Automated Trader-Agents
Cliff, D., Zhen Zhang & Nathan Taylor, 20 Jul 2022, Agents and Artificial Intelligence: 13th International Conference, ICAART 2021 Virtual Event, February 4–6, 2021 Revised Selected Papers. Rocha, A.-P., Steels, L. & van den Herik, J. (eds.). Cham: Springer, p. 269-293 25 p. (Lecture Notes in Artificial Intelligence; vol. 13251).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile91 Downloads (Pure) -
Co-evolutionary Dynamics in a Simulation of Interacting Financial-Market Adaptive Automated Trading Systems
Cliff, D., 19 Sept 2022, Proceedings of the 34th European Modelling and Simulation Symposium. Affenzeller, M., Bruzzone, A. G., Jimenez, E., Longo, F. & Petrillo, A. (eds.). CAL-TEK SRL, p. 1-13 13 p. 037 . (European Modeling & Simulation Symposium, EMSS).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile6 Citations (Scopus)151 Downloads (Pure) -
Exploring Coevolutionary Dynamics of Competitive Arms-Races Between Infinitely Diverse Heterogenous Adaptive Automated Trading Agents
Alexandrov, N., Cliff, D. & Figuero, C., 1 Mar 2022, Advances in Social Simulation: Proceedings of the 16th Annual Social Simulation Conference. Czupryna, M. & Kaminski, B. (eds.). Springer, p. 93-104 12 p. (Springer Proceedings in Complexity).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open Access -
Narrative Economics of the Racetrack: An Agent-Based Model of Opinion Dynamics in a Sports Betting Exchange
Guzelyte, R. & Cliff, D., 25 Jan 2022, Proceedings of the 14th International Conference on Agents and Artificial Intelligence: ICAART2022. Rocha, A. P., Steels, L. & van den Herik, J. (eds.). Portugal: SciTePress, Vol. 1. p. 225-236 12 p. (ICAART).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open Access -
Studying Narrative Economics by Adding Continuous-Time Opinion Dynamics to an Agent-Based Model of Co-Evolutionary Adaptive Financial Markets
Bokhari, A. & Cliff, D., 22 Dec 2022, (Accepted/In press) Proceedings of the 15th International Conference on Agents and Artificial Intelligence.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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2021
Exploring Narrative Economics: A Novel Agent-Based-Modeling Platform that Integrates Automated Traders with Opinion Dynamics
Lomas, K. & Cliff, D. T., 4 Feb 2021, Proceedings of the International Conference on Agents and Artificial Intelligence : ICAART2021. SciTePress, Vol. 1. p. 137-148 12 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile7 Citations (Scopus)117 Downloads (Pure) -
Implementing the BBE Agent-Based Model of a Sports-Betting Exchange
Cliff, D., Hawkins, J., Keen, J. & Lau-Soto, R., 17 Sept 2021, Proceedings of the 33rd European Modeling and Simulation Symposium. Affenzeller, M., Bruzzone, A., Longo, F. & Petrillo, A. (eds.). EMSS, p. 230-240 11 p. (European Modeling & Simulation Symposium).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile2 Citations (Scopus)182 Downloads (Pure) -
Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems
Zhang, Z. & Cliff, D. T., 6 Feb 2021, Proceedings of the 13th International Conference on Agents and Artificial Intelligence : Volume 2: ICAART. Rocha, A. P., Steels, L. & van den Herik, J. (eds.). Vol. 2. p. 426-436 11 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile2 Citations (Scopus)244 Downloads (Pure) -
2020
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data
Wray, A., Meades, M. & Cliff, D. T., 2 Dec 2020, Proceedings of the IEEE Symposium Series on Computational Intelligence (SSCI2020): Computational Intelligence in Financial Engineering (CIFEr). 8 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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Methods Matter: A Trading Agent with No Intelligence Routinely Outperforms AI-Based Traders
Cliff, D. T. & Rollins, M., 2 Dec 2020, Proceedings of the IEEE Symposium Series on Computational Intelligence (SSCI2020): Computational Intelligence in Financial Engineering (CIFEr). p. 8Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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Which Trading Agent is Best? Using a Threaded Parallel Simulation of a Financial Market Changes the Pecking-Order
Rollins, M. & Cliff, D. T., 16 Sept 2020, Proceedings of The 32nd European Modelling & Simulation Symposium (EMSS2020). Affenzeller, M., Bruzzone, A., Longo, F. & Petrillo, A. (eds.). p. 254-261 6 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open Access6 Citations (Scopus) -
2019
A Cloud-Native Globally Distributed Financial Exchange Simulator for Studying Real-World Trading-Latency Issues at Planetary Scale
Miles, B. & Cliff, D., 18 Sept 2019, Proceedings of the 31st European Modelling and Simulation Symposium. Affenzeller, M., Bruzzone, A., Longo, F. & Pereira, G. (eds.). Lisbon, Portugal: DIME University of Genoa, p. 294-303 10 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile3 Citations (Scopus)160 Downloads (Pure) -
Adaptive-Aggressive Traders Don't Dominate
Snashall, D. & Cliff, D., 15 Dec 2019, (E-pub ahead of print) Agents and Artificial Intelligence: Revised selected papers from ICAART2019. van Herik, J., Rocha, A. P. & Steels, L. (eds.). Springer Berlin Heidelberg, p. 246-269 24 p. (Lecture Notes in Artificial Intelligence; vol. 11978).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile10 Citations (Scopus)130 Downloads (Pure) -
An Open-Source Limit-Order-Book Exchange for Teaching and Research
Cliff, D., 31 Jan 2019, 2018 IEEE Symposium Series on Computational Intelligence (SSCI 2018): Proceedings of a meeting held 18-21 November 2018, Bangalore, India. Sundaram, S. (ed.). Institute of Electrical and Electronics Engineers (IEEE), p. 1853-1860 8 p. 8628760Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile16 Citations (Scopus)1395 Downloads (Pure) -
A Simulator for Studying Automated Block Trading on a Coupled Dark/Lit Financial Exchange with Reputation Tracking
Church, G. & Cliff, D., 18 Sept 2019, Proceedings of the 31st European Modelling and Simulation Symposium (EMSS2019). Affenzeller, M., Bruzzone, A., Longo, F. & Pereira, G. (eds.). Lisbon, Portugal: DIME University of Genoa, p. 284-293 10 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile6 Citations (Scopus)312 Downloads (Pure) -
Automated Composition of Picture-Synched Music Soundtracks for Movies
Dassani, V., Bird, J. & Cliff, D., 17 Dec 2019, CVMP'19: ACM European Conference on Visual Media Production. : 16th ACM SIGGRAPH European Conference on Visual Media Production. Smith, W., Campbell, N. & Richardt, C. (eds.). Association for Computing Machinery (ACM), 10 p. 12. (Proceedings - CVMP 2019: 16th ACM SIGGRAPH European Conference on Visual Media Production).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile2 Citations (Scopus)177 Downloads (Pure) -
Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market
le Calvez, A. & Cliff, D., 28 Jan 2019, 2018 IEEE Symposium Series on Computational Intelligence (SSCI 2018): Proceedings of a meeting held 18-21 November 2018, Bangalore, India. Sundaram, S. (ed.). Institute of Electrical and Electronics Engineers (IEEE), p. 1876-1883 8 p. 8628854Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile16 Citations (Scopus)348 Downloads (Pure) -
Exhaustive Testing of Trader-agents in Realistically Dynamic Continuous Double Auction Markets: AA Does Not Dominate
Cliff, D., 14 Mar 2019, Proceedings of the 11th International Conference on Autonomous Agents and Artificial Intelligence (ICAART 2019) . Rocha, A., Steels, L. & van den Herik, J. (eds.). Prague: SciTePress, Vol. 2. p. 224-236 13 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile8 Citations (Scopus)434 Downloads (Pure) -
Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals
Birbeck, E. & Cliff, D., 28 Jan 2019, 2018 IEEE Symposium Series on Computational Intelligence (SSCI 2018): Proceedings of a meeting held 18-21 November 2018, Bangalore, India.. Sundaram, S. (ed.). Institute of Electrical and Electronics Engineers (IEEE), p. 1868-1875 8 p. 8628841Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile1 Citation (Scopus)405 Downloads (Pure) -
2018
BSE: A Minimal Simulation of a Limit-Order-Book Stock Exchange
Cliff, D., Oct 2018, 30th European Modeling and Simulation Symposium (EMSS 2018): Proceedings of a meeting held 17-19 September 2018, Budapest, Hungary. Held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2018). Affenzeller, M., Bruzzone, A., Jimenez, E., Longo, F., Merkuryev, Y. & Piera, M. A. (eds.). Rende, Italy: DIME University of Genoa, p. 194-203 10 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile1377 Downloads (Pure) -
2014
Behavioural investigations of financial trading agents using Exchange Portal (ExPo)
Stotter, S., Cartlidge, J. P. & Cliff, D., 23 Nov 2014, Transactions on Computational Collective Intelligence XVII. Nguyen, N. (ed.). Springer Berlin Heidelberg, p. 22-45 24 p. (Lecture Notes in Computer Science; vol. 8790).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile13 Citations (Scopus)418 Downloads (Pure) -
The Relative Disagreement Model of Opinion Dynamics: Where Do Extremists Come From?
Meadows, M. & Cliff, D., 5 Feb 2014, Self-Organising Systems: 7th IFIP TC 6 International Workshop, IWSOS 2013, Palma de Mallorca, Spain, May 9-10, 2013, Revised Selected Papers. Elmenreich, W., Dressler, F. & Loretto, V. (eds.). Springer Berlin Heidelberg, p. 66-77 12 p. (Lecture Notes in Computer Science; vol. 8221).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
7 Citations (Scopus) -
2013
Comparison of Cloud Middleware Protocols and Subscription Network Topologies using CReST, the Cloud Research Simulation Toolkit
Cartlidge, J. & Cliff, D., 8 May 2013, CLOSER-2013: Proceedings of the Third International Conference on Cloud Computing and Services Science. Desprez, F., Ferguson, D., Hadar, E., Leymann, F., Jarke, M. & Helfert, M. (eds.). Aachen, Germany: SciTePress, p. 58-68 11 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
File7 Citations (Scopus)455 Downloads (Pure) -
Evidencing the "robot phase transition" in experimental human-algorithmic markets
Cartlidge, J. & Cliff, D., Feb 2013, ICAART-2013: Proceedings of the Fifth International Conference on Agents and Artificial Intelligence, Vol. 1 (Agents). Filipe, J. & Fred, A. L. N. (eds.). Barcelona, Spain: SciTePress, p. 345-352 8 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
File455 Downloads (Pure) -
Exploring assignment-adaptive (ASAD) trading agents in financial market experiments
Stotter, S., Cartlidge, J. & Cliff, D., Feb 2013, ICAART-2013: Proceedings of the Fifth International Conference on Agents and Artificial Intelligence, Vol. 1 (Agents). Filipe, J. & Fred, A. L. N. (eds.). Barcelona, Spain: SciTePress, p. 77-88 12 p. (Communications in Computer and Information Science).Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
File18 Citations (Scopus)558 Downloads (Pure) -
Multi-Agent Support for Multiple Concurrent Applications and Dynamic Data-Gathering in Wireless Sensor Networks
Haghighi, M. & Cliff, D., 2013, 2013 SEVENTH INTERNATIONAL CONFERENCE ON INNOVATIVE MOBILE AND INTERNET SERVICES IN UBIQUITOUS COMPUTING (IMIS 2013). Barolli, L., You, Xhafa, F., Leu, F. & Chen, H. (eds.). NEW YORK: IEEE Computer Society, p. 320-325 6 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
17 Citations (Scopus) -
Sensomax: An Agent-Based Middleware For Decentralized Dynamic Data-Gathering In Wireless Sensor Networks
Haghighi, M. & Cliff, D., 2013, PROCEEDINGS OF THE 2013 INTERNATIONAL CONFERENCE ON COLLABORATION TECHNOLOGIES AND SYSTEMS (CTS). Smari, W. & Fox, G. (eds.). NEW YORK: IEEE Computer Society, p. 107-114 8 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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2012
Too fast too furious: Faster financial-market trading agents can give less efficient markets
Cartlidge, J., De Luca, M., Szostek, C. & Cliff, D., Feb 2012, ICAART-2012: Proceedings of the Fourth International Conference on Agents and Artificial Intelligence, Vol. 2 (Agents). Filipe, J. & Fred, A. L. N. (eds.). Vilamoura, Algarve, Portugal: SciTePress, p. 126-135 10 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
Open AccessFile31 Citations (Scopus)929 Downloads (Pure) -
2011
Agent-Human Interactions in the Continuous Double Auction, Redux: Using the OpEx Lab-in-a-Box to explore ZIP and GDX
De Luca, M. & Cliff, D., Jan 2011, Proceedings of the 3rd International Conference on Agents and Artificial Intelligence (ICAART), Rome.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
18 Citations (Scopus) -
Human-Agent Auction Interactions: Adaptive-Aggressive Agents Dominate
De Luca, M. & Cliff, D., 2011, Twenty-Second International Joint Conference on Artificial Intelligence (IJCAI2011). Association for Computing Machinery (ACM), p. 178 - 185 8 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
45 Citations (Scopus) -
The Effect of Market Demand on Truthfulness in a Computing Resource Options Market
Rogers, O. R. & Cliff, D., Jan 2011, Proceedings of the 3rd International Conference on Agents and Artificial Intelligence (ICAART), Rome.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
4 Citations (Scopus) -
2010
Component placement effects on data-centre performance scaling
Sriram, I. & Cliff, D., 2010, In/Proceedings of the 15th IEEE International Conference on the Engineering of Complex Computer Systems/ (ICECCS 2010), Oxford.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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The Effects of Truthfulness on a Computing Resource Options Market
Rogers, O. & Cliff, D., 2010, In/Proceedings of the International Conference on Advances in Distributed and Parallel Computing (ADPC2010), Singapore.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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2008
NKalpha: Non-uniform epistatic interactions in an extended NK model
Hebbron, T., Bullock, S. & Cliff, D., May 2008, Artificial Life XI: Proceedings of the Eleventh International Conference on the Simulation and Synthesis of Living Systems. Bullock, S., Noble, J., Watson, R. & Bedau, M. A. (eds.). Cambridge, Massachusetts, USA: Massachusetts Institute of Technology (MIT) Press, p. 234-241 8 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
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The effects of periodic and continuous market environments on the performance of trading agents
Chaggar, S., Noble, J. & Cliff, D., 2008, Artificial Life XI: Proceedings of the Eleventh International Conference on the Simulation and Synthesis of Living Systems. p. 110 - 117Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
5 Citations (Scopus) -
1993
Adding "foveal vision'' to Wilson's animat
Cliff, D. & Bullock, S., 1993, ECAL '93: Proceedings of the Second European Conference on Artificial Life (ECAL'93). p. 205-214 10 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)