SiSMar: social multi-agent based simulation of stock market
نویسندگان
چکیده
In this paper, we introduce a new model of the stock market. This model describes the behavioral and cognitive attitudes of the investor at the micro level and explains their effects on his decision making. A multi-agent based simulation is used to validate our model and to study the emergence of certain stock market phenomena at the macro level. The modelling and implementation details of our simulator will appear in the full version of the paper.
منابع مشابه
A Multi-agent Based Simulated Stock Market – Testing on Different Types of Stocks
In our previous work, we have developed a multi-agent based simulated stock market where artificial stock traders coevolve by means of individual and social learning and learn to trade stock profitably. We tested our model on a single stock (British Petroleum) from the LSE (London Stock Exchange) where our artificial agents demonstrated dynamic learning behaviours and strong learning abilities....
متن کاملMulti-agent-based Modeling of Artificial Stock Markets by Using the Co-evolutionary Gp Approach
This paper deals with multi-agent based modeling of artificial stock market by using the coevolutionary Genetic Programming (GP) by considering social learning. Cognitive behaviors of agents are modeled by using the GP to introduce social learning as well as individual learning. Assuming five types of agents, in which rational agents prefer forecast models (equations) or production rules to sup...
متن کاملA Multi-agent Based Pricing : a Virtual Stock Market Simulation
We introduce in this paper a new conceptual model representing the stock market dynamics. This model is essentially based on cognitive behavior of the investors. In order to validate our model, we build an artificial stock market simulation based on agent-oriented methodologies. The proposed simulator is composed of market supervisor agent essentially responsible for executing transactions via ...
متن کاملIntelligent multi-agent modeling of the interbank network and evaluation of the impact of regulatory policies
agent-based modeling is an emerging computational technique that makes it possible to simulate complex economic systems, including the banking network, with a bottom-up approach. In this paper, the country's banking network is simulated with an intelligent multi-agent modeling model and indicates that these agents behave based on the adaptive learning. This modeling has been done with the aim o...
متن کاملUsing Swarm to Build a Multi-Agent Simulation System for Artificial Stock Market
Agent-based simulations of financial markets have gained more and more acceptance among social scientists in the last decade, and the Santa Fe Artificial Stock Market (SFI-ASM) is a well-known one. We employed the Swarm and the concept of the MASS-Z to design the architecture of the MASS-S and implemented a multi-agent simulation system, called MASS-SF. In order to evaluate the system, we did f...
متن کامل