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Agent Based Simulation Design Principles — Applications to Stock Market

In: Practical Fruits of Econophysics

Author

Listed:
  • Lev Muchnik

    (Bar Ilan University)

  • Yoram Louzoun

    (Bar Ilan University)

  • Sorin Solomon

    (The Hebrew University
    ISI Torino)

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.

Suggested Citation

  • Lev Muchnik & Yoram Louzoun & Sorin Solomon, 2006. "Agent Based Simulation Design Principles — Applications to Stock Market," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 183-188, Springer.
    • Handle: RePEc:spr:sprchp:978-4-431-28915-9_33
    DOI: 10.1007/4-431-28915-1_33
    as

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    Cited by:

    1. Alexandru Mandes, 2015. "Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework," MAGKS Papers on Economics 201515, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

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