{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,3]],"date-time":"2026-06-03T07:21:27Z","timestamp":1780471287599,"version":"3.54.1"},"reference-count":37,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2018,11]]},"DOI":"10.1109\/ssci.2018.8628854","type":"proceedings-article","created":{"date-parts":[[2019,2,28]],"date-time":"2019-02-28T18:15:32Z","timestamp":1551377732000},"page":"1876-1883","source":"Crossref","is-referenced-by-count":11,"title":["Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market"],"prefix":"10.1109","author":[{"given":"Arthur le","family":"Calvez","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Dave","family":"Cliff","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"263","reference":[{"key":"ref33","year":"0"},{"key":"ref32","first-page":"22","article-title":"Behavioural investigations of financial trading agents using Exchange Portal (ExPo)","author":"stotter","year":"2014","journal-title":"Transactions on Computational Collective Intelligence XVII"},{"key":"ref31","first-page":"77","article-title":"Exploring assignment-adaptive (ASAD) trading agents in financial market experiments","volume":"1","author":"stotter","year":"2013","journal-title":"5th International Conference on Agents and Artificial Intelligence (ICAART"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1086\/258609"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1016\/j.artint.2008.06.001"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1109\/TII.2018.2811377"},{"key":"ref35","author":"tibrewal","year":"2017","journal-title":"Can Neural Networks be Traders? Explorations of Machine Learning Using the Bristol Stock Exchange"},{"key":"ref34","author":"tesfatsion","year":"2006","journal-title":"Handbook of Computational Economics Vol 2 Agent-Based Computational Economics"},{"key":"ref10","author":"cliff","year":"2012","journal-title":"Technology Trends in the Financial Markets A 2020 Vision"},{"key":"ref11","author":"cliff","year":"2012","journal-title":"The Bristol Stock Exchange GitHub open-source repository"},{"key":"ref12","article-title":"An Open-Source Limit-Order-Book Exchange for Teaching and Research","author":"cliff","year":"2018","journal-title":"Proceedings of Computational Intelligence in Financial Engineering (CIFEr) track at IEEE Symposium Series on Computational Intelligence"},{"key":"ref13","article-title":"Agent-human interactions in the continuous double auction","author":"das","year":"2001","journal-title":"Proceedings of the International Joint Conference on Artificial Intelligence (IJCAI&#x2019;01)"},{"key":"ref14","article-title":"Human-Agent Auction Interactions: AdaptiveAggressive Agents Dominate","author":"de luca","year":"2011","journal-title":"Proceedings of the International Joint Conference on Artificial Intelligence (IJCAI-2011)"},{"key":"ref15","author":"de luca","year":"2013","journal-title":"Studies of interactions between human traders and algorithmic trading systems"},{"key":"ref16","author":"de luca","year":"2016","journal-title":"Adaptive Algorithmic Trading Systems"},{"key":"ref17","author":"friedman","year":"1993","journal-title":"The Double Auction Market Institutions Theories and Evidence"},{"key":"ref18","author":"g\u00e9ron","year":"2017","journal-title":"Hands-on Learning wiith SciKit-Learn and TensorFlow"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1006\/game.1997.0576"},{"key":"ref28","first-page":"155","article-title":"Behaviour of trading automata in a computerized double auction market","author":"rust","year":"1992","journal-title":"The Double Auction Market Institutions Theories and Evidence"},{"key":"ref4","author":"cartlidge","year":"2012","journal-title":"Exploring the &#x2018;robot phase transition&#x2019; in experimental human-algorithmic markets"},{"key":"ref27","author":"patterson","year":"2012","journal-title":"Dark Pools The Rise of AI Trading Machines and the Looming Threat to Wall Street"},{"key":"ref3","author":"le calvez","year":"2018","journal-title":"Learning to be a Financial Trader An Exploration of Neural Networks in a Continuous Double Auction"},{"key":"ref6","author":"chollet","year":"2018","journal-title":"Deep Learning with Python"},{"key":"ref29","author":"sirignano","year":"2018","journal-title":"Universal features of price formation in financial markets Perspectives from Deep Learning"},{"key":"ref5","first-page":"126","article-title":"Too Fast Too Furious: Faster financial-market trading agents can give less efficient markets","author":"cartlidge","year":"2012","journal-title":"Proc 4th Int Conf on Agents & Artificial Intelligence Vol 2 - Agents (ICAART)"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1109\/CIFER.1998.690152"},{"key":"ref7","author":"cliff","year":"1997","journal-title":"Minimal-Intelligence Agents For Bargaining Behaviors in Market-Based Environments"},{"key":"ref2","author":"bodek","year":"2015","journal-title":"The Market Structure Crisis Electronic Stock Markets High Frequency Trading & Dark Pools"},{"key":"ref9","author":"cliff","year":"2012","journal-title":"The Global Financial Markets An Ultra-large-scale Systems Perspective"},{"key":"ref1","author":"arnak","year":"2012","journal-title":"Broken Markets"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1997.9.8.1735"},{"key":"ref22","volume":"2","author":"kagel","year":"2016","journal-title":"The Handbook of Experimental Economics"},{"key":"ref21","volume":"1","author":"kagel","year":"1997","journal-title":"The Handbook of Experimental Economics"},{"key":"ref24","first-page":"1097","article-title":"ImageNet classification with deep convolutional neural networks","volume":"1","author":"krizhevsky","year":"2012","journal-title":"Proc 25th Int Conf e on Neural Information Processing Systems"},{"key":"ref23","year":"0"},{"key":"ref26","author":"patterson","year":"2016","journal-title":"Deep Learning A Practitioner's Approach"},{"key":"ref25","author":"lewis","year":"2014","journal-title":"Flash Boys Cracking the Money Code"}],"event":{"name":"2018 IEEE Symposium Series on Computational Intelligence (SSCI)","location":"Bangalore, India","start":{"date-parts":[[2018,11,18]]},"end":{"date-parts":[[2018,11,21]]}},"container-title":["2018 IEEE Symposium Series on Computational Intelligence (SSCI)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/8610062\/8628618\/08628854.pdf?arnumber=8628854","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,8,23]],"date-time":"2020-08-23T22:19:13Z","timestamp":1598221153000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/8628854\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,11]]},"references-count":37,"URL":"https:\/\/doi.org\/10.1109\/ssci.2018.8628854","relation":{},"subject":[],"published":{"date-parts":[[2018,11]]}}}