Iryna Veryzhenko, Philippe Mathieu, Olivier Brandouy


The purpose of this paper is to define software engineering abstractions that provide a generic framework for stock market simulations. We demonstrate a series of key points and principles that has governed the development of an Agent-Based financial market in the form of an API. The simulator architecture is presented. During artificial market construction we have faced the whole variety of agent-based modeling issues and solved them : local interaction, distributed knowledge and resources, heterogeneous environments, agents autonomy, artificial intelligence, speech acts, discrete scheduling and simulation. Our study demonstrates that the choices made for agent-based modeling in this context deeply impact the resulting market dynamics and proposes a series of advances regarding the main limits the existing platforms actually meet.


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Paper Citation

in Harvard Style

Veryzhenko I., Mathieu P. and Brandouy O. (2011). KEY POINTS FOR REALISTIC AGENT-BASED FINANCIAL MARKET SIMULATIONS . In Proceedings of the 3rd International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-8425-41-6, pages 74-83. DOI: 10.5220/0003156200740083

in Bibtex Style

author={Iryna Veryzhenko and Philippe Mathieu and Olivier Brandouy},
booktitle={Proceedings of the 3rd International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},

in EndNote Style

JO - Proceedings of the 3rd International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
SN - 978-989-8425-41-6
AU - Veryzhenko I.
AU - Mathieu P.
AU - Brandouy O.
PY - 2011
SP - 74
EP - 83
DO - 10.5220/0003156200740083