The purpose of this paper is to define software engineering abstractions that provide a generic framework for stock market simulations. We demonstrate a series of key points and principles that has governed the development of an Agent-Based financial market application programming interface (API). The simulator architecture is presented. During artificial market construction we have faced the whole variety of agent-based modelling issues : local interaction, distributed knowledge and resources, heterogeneous environments, agents autonomy, artificial intelligence, speech acts, discrete or continuous scheduling and simulation. Our study demonstrates that the choices made for agent-based modelling in this context deeply impact the resulting ma...
Abstract. Agent-based computational economic modeling requires demanding work on computer programmin...
Agent-Based Modeling (ABM) is a powerful simulation technique with applications in several fields, i...
Initially, financial market research has focused on analytical frameworks that are based on the assu...
The purpose of this paper is to define software engineering abstractions that provide a generic fram...
textabstractThe dynamics of financial markets is subject of much debate among researchers and financ...
The following report discusses the design and development of an agent-based artificial model of a st...
Stock markets strive to provide an efficient trading platform for investors. Trading rules and mecha...
Stock markets strive to provide an efficient trading platform for investors. Trading rules and mecha...
Agent-Based Modeling (ABM) is a powerful simulation technique with applications in several fields, i...
This paper introduces an agent-based artificial financial market in which heterogeneous agents trade...
Stock trading is one of the key items in an economy and estimating its behavior and taking the best ...
Artificial stock markets are built with diffuse priors in mind regarding trading strategies and pric...
Artificial stock markets are designed with the aim to study and understand market dynamicsby represe...
Abstract—Algorithmic trading strategies are most often evaluated by running against historical data ...
This thesis is a study within econophysics, a research field where financial problems are investigat...
Abstract. Agent-based computational economic modeling requires demanding work on computer programmin...
Agent-Based Modeling (ABM) is a powerful simulation technique with applications in several fields, i...
Initially, financial market research has focused on analytical frameworks that are based on the assu...
The purpose of this paper is to define software engineering abstractions that provide a generic fram...
textabstractThe dynamics of financial markets is subject of much debate among researchers and financ...
The following report discusses the design and development of an agent-based artificial model of a st...
Stock markets strive to provide an efficient trading platform for investors. Trading rules and mecha...
Stock markets strive to provide an efficient trading platform for investors. Trading rules and mecha...
Agent-Based Modeling (ABM) is a powerful simulation technique with applications in several fields, i...
This paper introduces an agent-based artificial financial market in which heterogeneous agents trade...
Stock trading is one of the key items in an economy and estimating its behavior and taking the best ...
Artificial stock markets are built with diffuse priors in mind regarding trading strategies and pric...
Artificial stock markets are designed with the aim to study and understand market dynamicsby represe...
Abstract—Algorithmic trading strategies are most often evaluated by running against historical data ...
This thesis is a study within econophysics, a research field where financial problems are investigat...
Abstract. Agent-based computational economic modeling requires demanding work on computer programmin...
Agent-Based Modeling (ABM) is a powerful simulation technique with applications in several fields, i...
Initially, financial market research has focused on analytical frameworks that are based on the assu...