Multi-Agent Simulation of Financial Markets
| dc.contributor.author | Streltchenko, Olga | |
| dc.contributor.author | Yesha, Yelena | |
| dc.contributor.author | Finin, Timothy | |
| dc.date.accessioned | 2018-12-07T16:42:53Z | |
| dc.date.available | 2018-12-07T16:42:53Z | |
| dc.date.issued | 2004-12-01 | |
| dc.description.abstract | This paper discusses the principal reasons for, and prospective opportunities of, simulating financial markets using an architecture based on artificial agents. The paper then discusses in detail the design and architecture of a simulator for financial markets. The Gaia methodology was employed in the development of MAFiMSi (Multi-Agent Finanacial Market Simulator), a general-purpose finacial market simulator of a dealer-type market. MAFiMSi is implemented as a library of C++ classes that currently support a stand-alone market simulation. | en_US |
| dc.description.uri | https://link.springer.com/chapter/10.1007/3-540-26989-4_15 | en_US |
| dc.format.extent | 23 pages | en_US |
| dc.genre | journal articles preprints | en_US |
| dc.identifier | doi:10.13016/M2X921P1R | |
| dc.identifier.citation | Olga Streltchenko, Yelena Yesha, and Tim Finin, Multi-agent simulation of financial markets, Formal Modelling in Electronic Commerce pp 393-419 ,DOI: https://doi.org/10.1007/3-540-26989-4_15 | en_US |
| dc.identifier.uri | https://doi.org/10.1007/3-540-26989-4_15 | |
| dc.identifier.uri | http://hdl.handle.net/11603/12178 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Springer Nature Switzerland AG. | en_US |
| dc.relation.isAvailableAt | The University of Maryland, Baltimore County (UMBC) | |
| dc.relation.ispartof | UMBC Computer Science and Electrical Engineering Department Collection | |
| dc.relation.ispartof | UMBC Faculty Collection | |
| dc.rights | This item is likely protected under Title 17 of the U.S. Copyright Law. Unless on a Creative Commons license, for uses protected by Copyright Law, contact the copyright holder or the author. | |
| dc.subject | decision support | en_US |
| dc.subject | financial market | en_US |
| dc.subject | market maker | en_US |
| dc.subject | qutoation system | en_US |
| dc.subject | price quote | en_US |
| dc.subject | UMBC Ebiquity Research Group | en_US |
| dc.title | Multi-Agent Simulation of Financial Markets | en_US |
| dc.type | Text | en_US |