11 citations · 28 across the 15 of their papers we have counts for
Showing 2018 · cs.CEShow all
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cs.CE2018
Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals
Ellie Birbeck, Dave Cliff
The increasing availability of "big" (large volume) social media data has motivated a great deal of research in applying sentiment analysis to predict the movement of prices within…
cs.CE2018
Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market
Arthur le Calvez, Dave Cliff
We report successful results from using deep learning neural networks (DLNNs) to learn, purely by observation, the behavior of profitable traders in an electronic market closely mo…
cs.CE2018★ 10 cited
BSE: A Minimal Simulation of a Limit-Order-Book Stock Exchange
Dave Cliff
This paper describes the design, implementation, and successful use of the Bristol Stock Exchange (BSE), a novel minimal simulation of a centralised financial market, based on a Li…