Multi-Agent Simulation of Financial Markets

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dc.contributor.authorStreltchenko, Olga
dc.contributor.authorYesha, Yelena
dc.contributor.authorFinin, Timothy
dc.date.accessioned2018-12-07T16:42:53Z
dc.date.available2018-12-07T16:42:53Z
dc.date.issued2004-12-01
dc.description.abstractThis 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.urihttps://link.springer.com/chapter/10.1007/3-540-26989-4_15en_US
dc.format.extent23 pagesen_US
dc.genrejournal articles preprintsen_US
dc.identifierdoi:10.13016/M2X921P1R
dc.identifier.citationOlga 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_15en_US
dc.identifier.urihttps://doi.org/10.1007/3-540-26989-4_15
dc.identifier.urihttp://hdl.handle.net/11603/12178
dc.language.isoen_USen_US
dc.publisherSpringer Nature Switzerland AG.en_US
dc.relation.isAvailableAtThe University of Maryland, Baltimore County (UMBC)
dc.relation.ispartofUMBC Computer Science and Electrical Engineering Department Collection
dc.relation.ispartofUMBC Faculty Collection
dc.rightsThis 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.subjectdecision supporten_US
dc.subjectfinancial marketen_US
dc.subjectmarket makeren_US
dc.subjectqutoation systemen_US
dc.subjectprice quoteen_US
dc.subjectUMBC Ebiquity Research Groupen_US
dc.titleMulti-Agent Simulation of Financial Marketsen_US
dc.typeTexten_US

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