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Dave Cliff

University of Bristol

Bristol

United Kingdom

  • University of Bristol

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    • Tel: +44 7977552250
SCHOLARLY PAPERS

21

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3,195

TOTAL CITATIONS

22

Scholarly Papers (21)

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1.

Metapopulation Differential Co-Evolution of Trading Strategies in a Model Financial Market

Number of pages: 10 Posted: 18 Jul 2022 Last Revised: 14 Sep 2022
Dave Cliff
University of Bristol
Downloads 391 (188,024)
Citation 2

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Zero-Intelligence Traders; Financial Markets; Automated Trading; Co-Evolution; Differential Evolution; Metapopulation Dynamics.

2.

BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling

Number of pages: 47 Posted: 17 May 2021
Dave Cliff
University of Bristol
Downloads 290 (261,408)
Citation 1

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betting exchange, gambling, sports betting, betting, racing, horse-racing, agent based modeling, representative bettor, simulation model

3.

Implementing the BBE Agent-Based Model of a Sports-Betting Exchange

To be presented at the 33rd European Modeling and Simulation Symposium (EMSS2021); Krakow, Poland, 15-17 September 2021.
Number of pages: 11 Posted: 08 Jul 2021 Last Revised: 26 Jul 2021
Dave Cliff, James Hawkins, James Keen and Roberto Lau-Soto
University of Bristol, University of Bristol, University of Bristol, Faculty of Engineering and University of Bristol
Downloads 239 (319,183)
Citation 1

Abstract:

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Betting Exchange, Agent-Based Model, Synthetic Data Generation.

4.

Co-Evolution Causes Instability: Differential Evolution of ZIP Automated Traders in a Simulated Financial Market

Forthcoming in Proceedings of the 2023 European Modeling and Simulation Symposium (EMSS23); Athens, Greece, Sep 18-20, 2023.
Number of pages: 15 Posted: 26 Jun 2023
Dave Cliff
University of Bristol
Downloads 236 (323,233)

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Financial Markets, Automated Trading, Differential Evolution, Algorithmic Trading, Financial Exchanges, Co-evolution.

5.

Parameterised-Response Zero-Intelligence Traders

Number of pages: 56 Posted: 12 Apr 2021 Last Revised: 26 Apr 2023
Dave Cliff
University of Bristol
Downloads 220 (346,707)
Citation 5

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Zero-Intelligence Traders; Continuous Double Auction; Adaptive Trading Strategies; Automated Trading

6.

Simulation Studies of Automated Trading Algorithms for Financial Exchanges Operating Frequent Batch Auctions

European Modeling & Simulation Symposium (EMSS2023) Athens, Greece, 18-20 September, 2023
Number of pages: 12 Posted: 14 Jul 2023
Daniel Savidge and Dave Cliff
University of Bristol, Faculty of Engineering, University of Bristol, Faculty of Engineering, Students and University of Bristol
Downloads 190 (399,431)

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Financial Markets, Automated Trading, Frequent Batch Auctions, Algorithmic Trading, Financial Exchanges

7.

Narrative Economics of the Racetrack: An Agent-Based Model of Opinion Dynamics in In-Play Betting on a Sports Betting Exchange

Number of pages: 12 Posted: 20 Jan 2022
Rasa Guzelyte and Dave Cliff
University of Bristol and University of Bristol
Downloads 164 (456,852)

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Agent-Based Model, Betting Exchange, Opinion Dynamics, Track-Racing, Narrative Economics.

8.

Recurrence-Plot Visualization and Quantitative Analysis of Long-Term Co-Evolutionary Dynamics in a Simulated Financial Market with ZIP Traders

Number of pages: 9 Posted: 10 Jul 2023
Dave Cliff
University of Bristol
Downloads 158 (472,207)

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Agent-Based Simulation, Complex Systems, Automated Trading, Co-Evolution, Financial Markets

9.

Co-evolutionary Dynamics in a Simulation of Interacting Financial-Market Adaptive Automated Trading Systems

European Modeling and Simulation Symposium (EMSS), 2022
Number of pages: 13 Posted: 26 Jul 2022
Dave Cliff
University of Bristol
Downloads 156 (477,517)
Citation 3

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Financial Markets; Automated Trading; Agent-Based Model; Zero Intelligence; Co-Evolutionary Dynamics.

10.

Studying Narrative Economics by Adding Continuous-Time Opinion Dynamics to an Agent-Based Model of Co-Evolutionary Adaptive Financial Markets

Number of pages: 12 Posted: 03 Jan 2023
Arwa Bokhari and Dave Cliff
University of Bristol - Department of Computer Science and University of Bristol
Downloads 151 (491,334)

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Narrative Economics, Opinion Dynamics, Co-Evolutionary Systems, Adaptive Markets, Financial Markets, Automated Trading; Agent-Based Computational Economics.

11.

Exploring Narrative Economics: An Agent-Based-Modeling Platform that Integrates Automated Traders with Opinion Dynamics

Number of pages: 18 Posted: 16 Apr 2021
Kenneth Lomas and Dave Cliff
University of Bristol and University of Bristol
Downloads 143 (514,995)
Citation 4

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Economic Agent Models, Intelligent Auctions & Markets, Multi-Agent Systems

12.

Adding Supply/Demand Imbalance-Sensitivity to Simple Automated Trader-Agents

To appear in: A.-P. Rocha, L. Steels, & J. van den Herik (editors) "Agents and Artificial Intelligence: Selected Papers from ICAART2021", Springer, 2022.
Number of pages: 27 Posted: 08 Apr 2022
Dave Cliff, Zhen Zhang and Nathan Taylor
University of Bristol, University of Bristol and affiliation not provided to SSRN
Downloads 139 (527,599)
Citation 1

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Market Impact, Adaptive Trader Agents, Financial Markets, Multi-Agent Systems, Narrative Economics

13.

Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems

Number of pages: 15 Posted: 12 Apr 2021
Zhen Zhang and Dave Cliff
University of Bristol and University of Bristol
Downloads 134 (544,251)
Citation 1

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14.

XGBoost Learning of Dynamic Wager Placement for In-Play Betting on an Agent-Based Model of a Sports Betting Exchange

Number of pages: 13 Posted: 27 Jan 2024
Chawin Terawong and Dave Cliff
University of Bristol and University of Bristol
Downloads 129 (561,789)

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Agent-Based Models, Sports Betting Exchanges, In-Play Betting, Dynamic Wager Placement, Machine Learning, XGBoost.

15.

Exploring Coevolutionary Dynamics of Competitive Arms-Races Between Infinitely Diverse Heterogenous Adaptive Automated Trader-Agents

Accepted for publication at the 16th Annual Social Simulation Conference, Krakow, Poland, 20--24 September 2021.
Number of pages: 17 Posted: 11 Aug 2021
Nik Alexandrov, Dave Cliff and Charlie Figuero
University of Bristol, University of Bristol and University of Bristol
Downloads 97 (704,534)
Citation 1

Abstract:

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Financial Markets, Agent-Based Computational Economics, Coadaptation, Coevolution, Automated Trading, Market Dynamics

16.

A Simulator for Experimental Study of Human In-Play Betting behavior on Sports Betting Exchanges

Number of pages: 10 Posted: 17 Sep 2025
Lawrence Douglas and Dave Cliff
University of Bristol and University of Bristol
Downloads 95 (715,072)

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Sports Event Simulation, Sports Betting Exchange, Human-Computer Interaction, Experimental Economics

17.

The Devil Lies in The Details for Species Coexistence Stability in Ablated and Unablated Five-Species Evolutionary Spatial Cyclic Games

Number of pages: 10 Posted: 27 Jan 2025 Last Revised: 18 Feb 2025
Dave Cliff
University of Bristol
Downloads 62 (942,565)

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Agent-Based Model, Biodiversity, Cyclic Competition, Asymmetric Interaction, Species Coexistence, Evolutionary Spatial Games, Rock-Paper-Scissors-Lizard-Spock, Replication

18.

On Long-Term Species Coexistence in Five-Species Evolutionary Spatial Cyclic Games with Ablated and Non-Ablated Dominance Networks

Accepted for publication in the journal Chaos, Solitons and Fractals. 
Number of pages: 85 Posted: 31 Oct 2024 Last Revised: 14 Nov 2024
Dave Cliff
University of Bristol
Downloads 61 (951,658)
Citation 1

Abstract:

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Biodiversity, Cyclic Competition, Asymmetric Interaction, Species Coexistence, Evolutionary Spatial Games, Rock-Paper-Scissors, Rock-Paper-Scissors-Lizard-Spock, Replication

19.

GPU-Based Simulation of Evolutionary Spatial Cyclic Games: A Comparative Evaluation of Apple Silicon vs Nvidia

Accepted for presentation/publication at the 37th European Modeling and Simulation Symposium (EMSS2025); Fes, Morocco, 17--19 September 2025.
Number of pages: 14 Posted: 08 Sep 2025
Louie Sinadjan and Dave Cliff
University of Bristol - Department of Computer Science and University of Bristol
Downloads 54 (1,020,567)

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Agent-Based Models, Evolutionary Spatial Cyclic Games, GPU Parallel Processing, Apple Silicon, Nvidia

20.

Never Mind The No-Ops: Faster and Less Volatile Simulation Modelling of Co-Evolutionary Species Interactions via Spatial Cyclic Games

Accepted for presentation/publication at the 36th European Modeling and Simulation Symposium (EMSS2024); Tenerife, Spain; 18th-20th September 2024. 
Number of pages: 14 Posted: 31 Jul 2024
Dave Cliff
University of Bristol
Downloads 53 (1,031,043)
Citation 2

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Evolutionary Games, Agent-Based Models, Cyclic Competition, Asymmetric Interaction, Spatial Games, Species Coexistence, BioDiversity

21.

Tournament versus Circulant: On Simulating 7-Species Evolutionary Spatial Cyclic Games with Ablated Predator-Prey Networks as Models of Biodiversity

Accepted for presentation/publication in Proceedings of the 36th European Modeling and Simulation Symposium (EMSS2024). Tenerife, Spain, 18-20 September 2024. 
Number of pages: 14 Posted: 30 Oct 2024
Dave Cliff
University of Bristol
Downloads 33 (1,277,121)

Abstract:

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Evolutionary Games, Agent-Based Models, Cyclic Games, Spatial Games, Ecosystems Coexistence, BioDiversity