Roy Hayes

According to our database, Roy Hayes authored at least 11 papers between 2012 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Inverse Reinforcement Learning for Strategy Identification.

Mark Rucker, Stephen C. Adams, Roy Hayes, Peter A. Beling

Proceedings of the 2021 IEEE International Conference on Systems, Man, and Cybernetics, 2021

2018

Unsupervised Hierarchical Clustering of Build Orders in a Real-Time Strategy Game.

Roy Hayes, Peter A. Beling

Comput. Games J., 2018

2014

Agent-Based Simulation of Mass Shootings: Determining How to Limit the Scale of a Tragedy.

Roy Hayes, Reginald L. Hayes

J. Artif. Soc. Soc. Simul., 2014

Real Time Strategy Language.

Roy Hayes, Peter A. Beling, William T. Scherer

CoRR, 2014

An agent-based financial simulation for use by researchers.

Roy Hayes, Andrew Todd, Nachapon Chaidarun, Scott Tepsuporn, Peter A. Beling, William T. Scherer

Proceedings of the 2014 Winter Simulation Conference, 2014

The need for a real time strategy game language.

Roy Hayes, Peter A. Beling, William T. Scherer

Proceedings of the 2014 Winter Simulation Conference, 2014

Computational intelligence in financial engineering trading competition: a system for project-based learning.

Nachapon Chaidarun, Scott Tepsuporn, Roy Hayes, Peter A. Beling, William T. Scherer, Stefano Grazioli

Proceedings of the 2014 Winter Simulation Conference, 2014

Micro-price trading in an order-driven market.

Andrew Todd, Roy Hayes, Peter A. Beling, William T. Scherer

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2012

Agent based model of the e-mini future: application for policy making.

Roy Hayes, Mark E. Paddrik, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer

Proceedings of the Winter Simulation Conference, 2012

Behavior based learning in identifying High Frequency Trading strategies.

Steve Y. Yang, Mark E. Paddrik, Roy Hayes, Andrew Todd, Andrei Kirilenko, Peter A. Beling, William T. Scherer

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

An agent based model of the E-Mini S&P 500 applied to flash crash analysis.

Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012