Re: [Swarm Modelling] ASM in Java-Swarm

[Nick Collier]

Hi,

Norman Ehrentreich of Martin Luther University Halle-Wittenberg has also
done a version of the Santa Fe artificial stock market in repast. My
intention here is not to point out the repast side of this though. His 
paper discusses a design problem in the model. The abstract follows:

This paper rectifies a design problem in the Santa Fe Artificial Stock
Market Model. Due to a faulty mutation operator, the resulting bit
distribution in the classifier system was systematically upwardly
biased, thus suggesting increased levels of technical trading for
smaller GA-invocation intervals. The corrected version partly supports
the Marimon-Sargent-Hypothesis that adaptive classifier agents in an
artificial stock market will always discover the homogenous rational
expectation equilibrium. While agents always find the correct solution
of non-bit usage, analyzing the time series data still suggests the
existence of two different regimes depending on learning speed. Finally,
classifier systems are neural networks as data mining techniques in
artificial stock markets are discussed.

Norman's contact info and a link to the paper itself can be found at:

http://repast.sourceforge.net/projects.html

Scroll down a bit until to you see his name.

Nick


On Thu, 2003-02-06 at 10:14, Paul E Johnson wrote:
> Awesome, dudes!  I can't wait to try it out.  I've not used jFreeChart 
> before, but I'm excited to try.
> 
> How do you feel about me putting your source code up on the 
> ArtStkMkt.sourceforge.net site?  I could put it in the ftp download 
> directory or in the CVS if you want to let people go at it that way. Its 
> up to you.
> 
> Can you post your code, or send it to me?
> 
> I wonder about your results. Have you written any papers about this?  Do 
> you get the same patterns in the Java model as in Obj-C?
> 
> 
> pj
> 
> Josema wrote:
> > Hello swarmers,
> > 
> > We are José Manuel Galán and Luis R. Izquierdo. As the final year 
> > project for our degree (University of Valladolid, Spain), we replicated 
> > the Santa Fe Artificial Stock Market (ASM 2.2) in Java with Swarm. We 
> > finished it some months ago, but we have been working in other 
> > multiagent-models since then.
> > 
> > The source code of this work is available for everybody who might want 
> > it (we can send it to the Swarm Development Group to be revised if you 
> > like). The documentation of the program is also available, though it is 
> > in Spanish.
> > 
> > We would also like to acknowledge the help of Blake LeBaron and Paul 
> > Johnson, and very specially the help of Marcus G. Daniels, because he 
> > gave us a light to continue our work.
> > 
> > There is only a small clarification: to show the wealth and position 
> > windows we have used the jFreeChart 0.7.2 libraries 
> > (http://www.object-refinery.com/jfreechart/index.html) because when we 
> > did this project I remember there were problems with histogram class of 
> > Swarm but the program works.
> > 
> > Thx.
> > 
> > José Manuel Galán (University of Valladolid, Spain)
> > Luis R. Izquierdo (Macaulay Institute, Aberdeen, Scotland)
> 
> 
> 
> -- 
> Paul E. Johnson                       email: address@hidden
> Dept. of Political Science            http://lark.cc.ku.edu/~pauljohn
> 1541 Lilac Lane, Rm 504
> University of Kansas                  Office: (785) 864-9086
> Lawrence, Kansas 66044-3177           FAX: (785) 864-5700
> 
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-- 
Nick Collier 
Social Science Research Computing 
University of Chicago 
http://repast.sourceforge.net