Agent-based modeling (ABM) is a novel computational methodology for representing the behavior of individuals in order to study social phenomena. Its use is rapidly growing in …
This book has emerged through years of discussions, comments and questions we have received about building agentbased models and integrating geographical information …
Market simulation is an increasingly important method for evaluating and training trading strategies and testing" what if" scenarios. The extent to which results from these simulations …
T Mizuta - Available at SSRN 2710495, 2016 - papers.ssrn.com
This working review shows recent agent-based models for financial market (artificial market simulations) to discuss financial regulations and/or rules. This review aimed to introduce …
Agent-based modeling is a powerful simulation technique that allows one to build artificial worlds and populate these worlds with individual agents. Each agent or actor has unique …
Limit order books are a fundamental and widespread market mechanism. This paper investigates the use of conditional generative models for order book simulation. For …
Existing models of financial instability tend to be based on top-down, partial-equilibrium views of markets and their interactions; they are unable to incorporate the complexity of …
Many of the problems posed by the migration of computation to cloud platforms can be formulated and solved using techniques associated with Search Based Software …
An innovative view of the changing geopolitical landscape that draws on the science of complex adaptive systems to understand changes in global interaction. Liberal …