A MULTI-AGENT MODELLING ENVIRONMENT FOR MARKET SIMULATION

David Fletcher-Holmes () and Stephen Trowell ()
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David Fletcher-Holmes: Space Research Centre, Dept of Physics and Astronomy, University of Leicester, University Road, Leicester, LE1 7RH, UK
Stephen Trowell: Space Research Centre, Dept of Physics and Astronomy, University of Leicester, University Road, Leicester, LE1 7RH, UK

International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 487-489

Abstract: We present a modelling environment for the simulation of interactions between agents of different strategies similar to that reported by Lux (Nature3971999). Our freely available software allows market parameters to be adjusted via a simple interface. The incorporation of different population size distributions extends previous work.

Date: 2000
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DOI: 10.1142/S0219024900000450

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