Physics and financial economics (1776–2014): puzzles, Ising and agent-based models

D Sornette - Reports on progress in physics, 2014 - iopscience.iop.org
This short review presents a selected history of the mutual fertilization between physics and
economics—from Isaac Newton and Adam Smith to the present. The fundamentally different …

[PDF][PDF] Agent-based modeling in economics and finance: Past, present, and future

RL Axtell, JD Farmer - Journal of Economic Literature, 2022 - oms-inet.files.svdcdn.com
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 …

Agent-based modelling and geographical information systems: a practical primer

A Crooks, A Heppenstall, E Manley, N Malleson - 2018 - torrossa.com
This book has emerged through years of discussions, comments and questions we have
received about building agentbased models and integrating geographical information …

Get real: Realism metrics for robust limit order book market simulations

S Vyetrenko, D Byrd, N Petosa, M Mahfouz… - Proceedings of the First …, 2020 - dl.acm.org
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 …

A brief review of recent artificial market simulation (agent-based model) studies for financial market regulations and/or rules

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 and the city: A gallery of applications

A Crooks, A Heppenstall, N Malleson, E Manley - Urban informatics, 2021 - Springer
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 …

Conditional generators for limit order book environments: Explainability, challenges, and robustness

A Coletta, J Jerome, R Savani… - Proceedings of the Fourth …, 2023 - dl.acm.org
Limit order books are a fundamental and widespread market mechanism. This paper
investigates the use of conditional generative models for order book simulation. For …

Using agent-based models for analyzing threats to financial stability

RM Bookstaber - 2012 - papers.ssrn.com
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 …

[HTML][HTML] Cloud engineering is search based software engineering too

M Harman, K Lakhotia, J Singer, DR White… - Journal of Systems and …, 2013 - Elsevier
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 …

[图书][B] Dynamics among nations: The evolution of legitimacy and development in modern states

HL Root - 2013 - books.google.com
An innovative view of the changing geopolitical landscape that draws on the science of
complex adaptive systems to understand changes in global interaction. Liberal …