4 citations · 9 across the 8 of their papers we have counts for
9 papers
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
Lawrence Clegg, John Cartlidge
We present a replication and correction of a recent article (Ramirez, P., Reade, J.J., Singleton, C., Betting on a buzz: Mispricing and inefficiency in online sportsbooks, Internat…
Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology
Zijian Shi, John Cartlidge
Modern financial exchanges use an electronic limit order book (LOB) to store bid and ask orders for a specific financial asset. As the most fine-grained information depicting the d…
Using coevolution and substitution of the fittest for health and well-being recommender systems
Hugo Alcaraz-Herrera, John Cartlidge
This research explores substitution of the fittest (SF), a technique designed to counteract the problem of disengagement in two-population competitive coevolutionary genetic algori…
Nonstationary Continuum-Armed Bandit Strategies for Automated Trading in a Simulated Financial Market
Bingde Liu, John Cartlidge
We approach the problem of designing an automated trading strategy that can consistently profit by adapting to changing market conditions. This challenge can be framed as a Nonstat…
Substitution of the Fittest: A Novel Approach for Mitigating Disengagement in Coevolutionary Genetic Algorithms
Hugo Alcaraz-Herrera, John Cartlidge
We propose substitution of the fittest (SF), a novel technique designed to counteract the problem of disengagement in two-population competitive coevolutionary genetic algorithms.…
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis
Zijian Shi, John Cartlidge
The limit order book (LOB) depicts the fine-grained demand and supply relationship for financial assets and is widely used in market microstructure studies. Nevertheless, the avail…
Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders
Henry Hanifan, Ben Watson, John Cartlidge +1
We consider issues of time in automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction ma…
Fools Rush In: Competitive Effects of Reaction Time in Automated Trading
Henry Hanifan, John Cartlidge
We explore the competitive effects of reaction time of automated trading strategies in simulated financial markets containing a single exchange with public limit order book and con…
Modelling Resilience in Cloud-Scale Data Centres
John Cartlidge, Ilango Sriram
The trend for cloud computing has initiated a race towards data centres (DC) of an ever-increasing size. The largest DCs now contain many hundreds of thousands of virtual machine (…