4 citations · 9 across the 8 of their papers we have counts for
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cs.NE2021
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.…
q-fin.TR2021
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…
cs.MA2021★ 1 cited
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…