Agent Based Simulation Design Principles — Applications to Stock Market

Lev Muchnik, Yoram Louzoun and Sorin Solomon
Additional contact information
Lev Muchnik: Bar Ilan University
Yoram Louzoun: Bar Ilan University
Sorin Solomon: The Hebrew University

A chapter in Practical Fruits of Econophysics, 2006, pp 183-188 from Springer

Abstract: Summary We present a novel agent based simulation platform designed for general-purpose modeling in social sciences. Beyond providing convenient environment for modeling, debugging, simulation and analysis, the platform automatically enforces many of the properties inherent to the reality (such as causality and precise timing of events). A unique formalism grants agents with an unprecedented flexibility of actions simultaneously isolating researchers from most of the overhead of the virtual environment maintenance.

Keywords: Agent-Based Simulation; Experimental Markets; Artificial Financial Markets; Market Microstructure (search for similar items in EconPapers)
Date: 2006
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-4-431-28915-9_33

Ordering information: This item can be ordered from
http://www.springer.com/9784431289159

DOI: 10.1007/4-431-28915-1_33

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().