2024
High-Frequency Financial Market Simulation and Flash Crash Scenarios Analysis: An Agent-Based Modelling Approach.
J. Artif. Soc. Soc. Simul., 2024
2023
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks.
Proceedings of the 4th ACM International Conference on AI in Finance, 2023
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging.
Proceedings of the 4th ACM International Conference on AI in Finance, 2023
2013
An equilibrium analysis of market selection strategies and fee strategies in competing double auction marketplaces.
Auton. Agents Multi Agent Syst., 2013
2012
Putting the 'smarts' into the smart grid: a grand challenge for artificial intelligence.
Commun. ACM, 2012
A storage pricing mechanism for learning agents in Masdar City smart grid.
Proceedings of the International Conference on Autonomous Agents and Multiagent Systems, 2012
2011
Agent-based homeostatic control for green energy in the smart grid.
ACM Trans. Intell. Syst. Technol., 2011
Theoretical and Practical Foundations of Large-Scale Agent-Based Micro-Storage in the Smart Grid.
J. Artif. Intell. Res., 2011
Agent-based control for decentralised demand side management in the smart grid.
Proceedings of the 10th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2011), 2011
Decentralised Control of Micro-Storage in the Smart Grid.
Proceedings of the Twenty-Fifth AAAI Conference on Artificial Intelligence, 2011
2010
An Equilibrium Analysis of Competing Double Auction Marketplaces Using Fictitious Play.
Proceedings of the ECAI 2010, 2010
Intelligent agents for the smart grid.
Proceedings of the 9th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2010), 2010
Agent-based micro-storage management for the Smart Grid.
Proceedings of the 9th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2010), 2010
Trading agents for the smart electricity grid.
Proceedings of the 9th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2010), 2010
A game-theoretic analysis of market selection strategies for competing double auction marketplaces.
Proceedings of the 9th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2010), 2010
Setting Fees in Competing Double Auction Marketplaces: An Equilibrium Analysis.
Proceedings of the Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets, 2010
2009
A Market-Based Approach to Multi-factory Scheduling.
Proceedings of the Auctions, 2009
Continuous Double Auctions with Execution Uncertainty.
Proceedings of the Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets, 2009
2008
Strategic bidding in continuous double auctions.
Artif. Intell., 2008
IAMwildCAT: The Winning Strategy for the TAC Market Design Competition.
Proceedings of the ECAI 2008, 2008
A multi-agent simulation system for prediction and scheduling of aero engine overhaul.
Proceedings of the 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), 2008
Agent-based coordination technologies in disaster management.
Proceedings of the 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), 2008
2007
Market-Based Task Allocation Mechanisms for Limited-Capacity Suppliers.
IEEE Trans. Syst. Man Cybern. Part A, 2007
Coordinating team players within a noisy Iterated Prisoner's Dilemma tournament.
Theor. Comput. Sci., 2007
Hyperion - Next-Generation Battlespace Information Services.
Comput. J., 2007
Analysing Buyers' and Sellers' Strategic Interactions in Marketplaces: An Evolutionary Game Theoretic Approach.
Proceedings of the Agent-Mediated Electronic Commerce and Trading Agent Design and Analysis, 2007
2006
The structure and behaviour of the continuous double auction.
PhD thesis, 2006
Evolutionary Stability of Behavioural Types in the Continuous Double Auction.
Proceedings of the 4th European Workshop on Multi-Agent Systems EUMAS'06, 2006
2005
Trading Strategies for Markets: A Design Framework and Its Application.
Proceedings of the Agent-Mediated Electronic Commerce. Designing Trading Agents and Mechanisms, 2005
2004
A Risk-Based Bidding Strategy for Continuous Double Auctions.
Proceedings of the 16th Eureopean Conference on Artificial Intelligence, 2004