Zobrazeno 1 - 10
of 130
pro vyhledávání: '"Cliff, Dave"'
Autor:
Cliff, Dave
I present a replication and, to some extent, a refutation of key results published by Zhong, Zhang, Li, Dai, & Yang in their 2022 paper "Species coexistence in spatial cyclic game of five species" (Chaos, Solitons and Fractals, 156: 111806), where ec
Externí odkaz:
http://arxiv.org/abs/2410.03807
Autor:
Cliff, Dave
Issues in co-evolutionary population dynamics have long been studied via computationally intensive simulations of minimally simple agent-based models, known as Evolutionary Spatial Cyclic Games (ESCGs), involving multiple interacting biological speci
Externí odkaz:
http://arxiv.org/abs/2410.03586
Autor:
Cliff, Dave
Computer simulations of minimal population-dynamics models have long been used to explore questions in ecosystems coexistence and species biodiversity, via simple agent-based models of three interacting species, referred to as $R$, $P$, and $S$, and
Externí odkaz:
http://arxiv.org/abs/2410.03518
Autor:
Terawong, Chawin, Cliff, Dave
We present first results from the use of XGBoost, a highly effective machine learning (ML) method, within the Bristol Betting Exchange (BBE), an open-source agent-based model (ABM) designed to simulate a contemporary sports-betting exchange with in-p
Externí odkaz:
http://arxiv.org/abs/2401.06086
Autor:
Cliff, Dave
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena January 2025 190
We report on a series of experiments in which we study the coevolutionary "arms-race" dynamics among groups of agents that engage in adaptive automated trading in an accurate model of contemporary financial markets. At any one time, every trader in t
Externí odkaz:
http://arxiv.org/abs/2109.10429
We describe three independent implementations of a new agent-based model (ABM) that simulates a contemporary sports-betting exchange, such as those offered commercially by companies including Betfair, Smarkets, and Betdaq. The motivation for construc
Externí odkaz:
http://arxiv.org/abs/2108.02419
Autor:
Cliff, Dave
I describe the rationale for, and design of, an agent-based simulation model of a contemporary online sports-betting exchange: such exchanges, closely related to the exchange mechanisms at the heart of major financial markets, have revolutionized the
Externí odkaz:
http://arxiv.org/abs/2105.08310
Autor:
Cliff, Dave
I introduce PRZI (Parameterised-Response Zero Intelligence), a new form of zero-intelligence trader intended for use in simulation studies of the dynamics of continuous double auction markets. Like Gode & Sunder's classic ZIC trader, PRZI generates q
Externí odkaz:
http://arxiv.org/abs/2103.11341
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 matching. In particular, we explore two effects: (i) reaction speed - th
Externí odkaz:
http://arxiv.org/abs/2103.00600