Software
We have developped some strong expertise in setting up stock market simulations. We have, for instance, proposed a Modular Market Model, in one of our paper published in Artificial Economics 2007 conference proceedings and in the first PhD thesis (document in french only) defended by one of our student.
This market model and some others have been implemented in different language, and for different purposes :
- Every simulations done for the PhD thesis of Julien Derveeuw use a JAVA artificial stock market simulator. All data and JAVA classes are available in the phd-julien-derveeuw section, as stated in the PhD document.
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Some demonstrations applets written by Olivier Brandouy in NetLogo :
- a simple order-driven stock market with Zero Intelligence Traders
- a synchronous simplified artificial stock market inspired by the SFASM model
- An experimental finance tool has been developped under the supervision of Olivier Brandouy by a team of students. JessX, is available under GNU General Public License, on its own website: jessx.net.
- Another JAVA environment for agent-based simulations of stock markets is developped by members of the team. This one allows simulations with distributed (with transparent network communications) or local computations, experiments mixing human and artificial traders, and enable fast and realistic simulations of complete stock market: ATOM.
