1992 …2019

Research output per year

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Research Output

2019

A Cloud-Native Globally Distributed Financial Exchange Simulator for Studying Real-World Trading-Latency Issues at Planetary Scale

Miles, B. & Cliff, D., 18 Sep 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 proceedingConference Contribution (Conference Proceeding)

Open Access
File
42 Downloads (Pure)

Adaptive-Aggressive Traders Don't Dominate

Snashall, D. & Cliff, D., 15 Dec 2019, 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 proceedingConference Contribution (Conference Proceeding)

1 Citation (Scopus)

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. 8628760

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
7 Citations (Scopus)
415 Downloads (Pure)

A Simulator for Studying Automated Block Trading on a Coupled Dark/Lit Financial Exchange with Reputation Tracking

Church, G. & Cliff, D., 18 Sep 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 proceedingConference Contribution (Conference Proceeding)

Open Access
File
62 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 proceedingConference Contribution (Conference Proceeding)

Open Access
File
86 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. 8628854

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
6 Citations (Scopus)
177 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 proceedingConference Contribution (Conference Proceeding)

Open Access
File
5 Citations (Scopus)
217 Downloads (Pure)

Simulation-Based Evaluation of Automated Trading Strategies: a Manifesto for Modern Methods

Cliff, D., 20 Sep 2019, The 31st European Modeling & Simulation Symposium. Affenzeller, M., Bruzzone, A. G., Longo, F. & Pereira, G. (eds.). DIME University of Genoa, 10 p.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

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. 8628841

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
287 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 proceedingConference Contribution (Conference Proceeding)

Open Access
File
81 Downloads (Pure)

Modelling complex financial markets using real-time human-agent trading experiments

Cartlidge, J. & Cliff, D., 21 Nov 2018, Complex Systems Modeling and Simulation in Economics and Finance. Chen, S-H., Kao, Y-F., Venkatachalam, R. & Du, Y-R. (eds.). Springer International Publishing AG, p. 35-69 34 p. (Springer Proceedings in Complexity).

Research output: Chapter in Book/Report/Conference proceedingChapter in a book

Open Access
File
1 Citation (Scopus)
129 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 proceedingConference Contribution (Conference Proceeding)

Open Access
File
8 Citations (Scopus)
280 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 proceedingConference Contribution (Conference Proceeding)

3 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 proceedingConference Contribution (Conference Proceeding)

File
5 Citations (Scopus)
275 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 proceedingConference Contribution (Conference Proceeding)

File
253 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 proceedingConference Contribution (Conference Proceeding)

File
15 Citations (Scopus)
408 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, FY. & Chen, HC. (eds.). NEW YORK: IEEE Computer Society, p. 320-325 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

16 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, WW. & Fox, GC. (eds.). NEW YORK: IEEE Computer Society, p. 107-114 8 p.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

2012

A Financial Brokerage Model for Cloud Computing

Rogers, O. R. & Cliff, D., 12 Apr 2012, In : Journal of Cloud Computing: Advances, Systems, and Applications. 1, 2, p. 1 -12

Research output: Contribution to journalArticle (Academic Journal)

49 Citations (Scopus)

Exploring the "robot phase transition'' in experimental human-algorithmic markets

Cartlidge, J. & Cliff, D., 2 Apr 2012, London: UK Government Office for Science. 60 p. (Foresight Report - The Future of Computer Trading in Financial Markets; no. DR25)

Research output: Book/ReportCommissioned report

Open Access
File
58 Downloads (Pure)

Large-Scale Complex IT Systems

Sommerville, I., Cliff, D., Calinescu, R., Keen, J., Kelly, T., Kwiatkowska, M., McDermid, J. & Paige, R., Jul 2012, In : Communications of the ACM. 55, 7, p. 71 77 p.

Research output: Contribution to journalArticle (Academic Journal)

130 Citations (Scopus)

Re-examining the Relative Agreement Model of Opinion Dynamics

Meadows, M. & Cliff, D., 31 Oct 2012, In : Journal of Artificial Societies and Social Simulation. 15, 4, 4.

Research output: Contribution to journalArticle (Academic Journal)

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 proceedingConference Contribution (Conference Proceeding)

Open Access
File
16 Citations (Scopus)
483 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 proceedingConference Contribution (Conference Proceeding)

8 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 proceedingConference Contribution (Conference Proceeding)

24 Citations (Scopus)

Method and apparatus for interactive broadcasting

Cliff, D., Low, C. & Hawkes, R., 18 Dec 2011, Patent No. 8042050

Research output: Patent

Studies of Interaction Between Human Traders and Algorithmic Trading Systems

De Luca, M., Szostek, CS., Cartlidge, J. & Cliff, D., Sep 2011, London: UK Government Office for Science. 60 p. (Foresight Report - The Future of Computer Trading in Financial Markets; no. DR13)

Research output: Book/ReportCommissioned report

Open Access

Technology Trends in the Financial Markets: A 2020 Vision

Cliff, D., Brown, D. & Treleaven, P., Sep 2011, UK Government Office for Science. 47 p.

Research output: Book/ReportCommissioned report

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 proceedingConference Contribution (Conference Proceeding)

4 Citations (Scopus)

The Future of Computer Trading in the Financial Markets: Working Paper

Cliff, D., Maureen, OH., Terrence, H., Oliver, L. & Jean-Pierre, Z., Sep 2011, UK Government Office for Science. 56 p.

Research output: Book/ReportCommissioned report

The Global Financial Markets: An Ultra-Large-Scale Systems Perspective

Cliff, D. & Northrop, L., Sep 2011, UK Government Office for Science. 47 p.

Research output: Book/ReportCommissioned report

7 Citations (Scopus)
2010

Component placement effects on data-centre performance scaling

Sriram, I. & Cliff, DT., 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 proceedingConference Contribution (Conference Proceeding)

The Effects of Truthfulness on a Computing Resource Options Market

Rogers, O. & Cliff, DT., 2010, In/Proceedings of the International Conference on Advances in Distributed and Parallel Computing (ADPC2010), Singapore.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

2009

ZIP60: Further Explorations in the Evolutionary Design of Trader Agents and Online Auction-Market Mechanisms

Cliff, DT., Feb 2009, In : IEEE Transactions on Evolutionary Computation. 13, 1, p. 3 - 18 16 p.

Research output: Contribution to journalArticle (Academic Journal)

14 Citations (Scopus)
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 proceedingConference Contribution (Conference Proceeding)

Strategic Bidding in Continuous Double Auctions

Vytelingum, P., Cliff, DT. & Jennings, N. R., Aug 2008, In : Artificial Intelligence. 172 (14), 14, p. 1700 - 1729 30 p.

Research output: Contribution to journalArticle (Academic Journal)

94 Citations (Scopus)

The effects of periodic and continuous market environments on the performance of trading agents

Chaggar, S., Noble, J. & Cliff, DT., 2008, Artificial Life XI: Proceedings of the Eleventh International Conference on the Simulation and Synthesis of Living Systems. p. 110 - 117

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

3 Citations (Scopus)
2006

hpDJ: An automated DJ with floorshow feedback

Cliff, DT., 2006, Consuming Music Together: Social and Collaborative Aspects of Music Consumption Technologies. O'Hara, K. & Brown, B. (eds.). Springer, p. 241 - 264 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter in a book

Visualizing Coevolution with CIAO Plots

Cliff, DT. & Miller, GF., Mar 2006, In : Artificial Life. 12 (2), p. 199 - 202 4 p.

Research output: Contribution to journalArticle (Academic Journal)

2003

Explorations in evolutionary design of online auction market mechanisms

Cliff, DT., Jun 2003, In : Electronic Commerce Research and Applications. 2 (2), p. 162 - 175 14 p.

Research output: Contribution to journalArticle (Academic Journal)

51 Citations (Scopus)
1997

The role of 'hidden preferences' in the artificial co-evolution of symmetrical signals

Bullock, S. & Cliff, D., 1997, In : Proceedings of the Royal Society B: Biological Sciences. 264, p. 505-511 7 p.

Research output: Contribution to journalArticle (Academic Journal)

9 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 proceedingConference Contribution (Conference Proceeding)

Adding "foveal vision'' to Wilson's animat

Cliff, D. & Bullock, S., Jun 1993, In : Adaptive Behavior. 2, 1, p. 49-72 24 p.

Research output: Contribution to journalArticle (Academic Journal)

17 Citations (Scopus)
1992

Adding "foveal vision'' to Wilson's animat

Cliff, D. & Bullock, S., 1992, University of Sussex.

Research output: Working paperWorking paper and Preprints