1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.TR2020★ 1 cited
Exploring Narrative Economics: An Agent-Based-Modeling Platform that Integrates Automated Traders with Opinion Dynamics
Kenneth Lomas, Dave Cliff
In seeking to explain aspects of real-world economies that defy easy understanding when analysed via conventional means, Nobel Laureate Robert Shiller has since 2017 introduced and…
q-fin.TR2020
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data
Aaron Wray, Matthew Meades, Dave Cliff
We present results demonstrating that an appropriately configured deep learning neural network (DLNN) can automatically learn to be a high-performing algorithmic trading system, op…
cs.CE2020
Methods Matter: A Trading Agent with No Intelligence Routinely Outperforms AI-Based Traders
Dave Cliff, Michael Rollins
There's a long tradition of research using computational intelligence (methods from artificial intelligence (AI) and machine learning (ML)), to automatically discover, implement, a…