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09/21/2021
Exploring Coevolutionary Dynamics of Competitive Arms-Races Between Infinitely Diverse Heterogenous Adaptive Automated Trader-Agents
We report on a series of experiments in which we study the coevolutionar...
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08/05/2021
Implementing the BBE Agent-Based Model of a Sports-Betting Exchange
We describe three independent implementations of a new agent-based model...
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05/18/2021
BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling
I describe the rationale for, and design of, an agent-based simulation m...
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03/21/2021
Parameterised-Response Zero-Intelligence Traders
I introduce PRZI (Parameterised-Response Zero Intelligence), a new form ...
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02/28/2021
Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders
We consider issues of time in automated trading strategies in simulated ...
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12/23/2020
Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems
Financial markets populated by human traders often exhibit "market impac...
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12/16/2020
Exploring Narrative Economics: An Agent-Based-Modeling Platform that Integrates Automated Traders with Opinion Dynamics
In seeking to explain aspects of real-world economies that defy easy und...
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11/29/2020
Methods Matter: A Trading Agent with No Intelligence Routinely Outperforms AI-Based Traders
There's a long tradition of research using computational intelligence (m...
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09/15/2020
Which Trading Agent is Best? Using a Threaded Parallel Simulation of a Financial Market Changes the Pecking-Order
This paper presents novel results generated from a new simulation model ...
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10/19/2019
Automated Composition of Picture-Synched Music Soundtracks for Movies
We describe the implementation of and early results from a system that a...
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09/18/2019
A Cloud-Native Globally Distributed Financial Exchange Simulator for Studying Real-World Trading-Latency Issues at Planetary Scale
We describe a new public-domain open-source simulator of an electronic f...
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11/07/2018
Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals
The increasing availability of "big" (large volume) social media data ha...
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11/07/2018
Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market
We report successful results from using deep learning neural networks (D...
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09/17/2018