RE: [Swarm-Modelling] About a model

[Konrad_Richter]

For an overview about different simulation
approaches, have a look at:

Lux, T., E. Samaindou, D. Stauffer,
and E. Zschischang (2004): Microscopic Models
of Financial Markets, Springer, Berlin.

Regards,
        KR
       
______________________________________        
        
Konrad Richter
McKinsey & Company, Inc.
Herrengasse 1-3
A-1010 Wien
Austria
        
Phone +43 1 5370-6160
Fax +43 1 5370-6161
Mobile +49 175 318-6160

"John Lee" <address@hidden>
Sent by: address@hidden

30.10.2005 13:03

Please respond to
Swarm Modelling <address@hidden>

To	"'Swarm Modelling'" <address@hidden>
cc
Subject	RE: [Swarm-Modelling] About a model

Thank for your helping.

But ASM seems too complex to match my needs.
I couldn't understand the terms of "dividend" and "position"
mean.
And there is only one type of agent(trader) in ASM?
Dose That mean the trader don't separate into buyers and sellers?
Or are there other models could use?
Thanks again.

John

-----Original Message-----
From: address@hidden [mailto:address@hidden
On
Behalf Of Marcus G. Daniels
Sent: Friday, October 28, 2005 10:12 PM
To: Swarm Modelling
Subject: Re: [Swarm-Modelling] About a model

John Lee wrote:

> Hi,
>
> Recently I found a model that perhaps what I need. It is about 
> "Automated Trading." I have a book which mentioned about
the model, 
> and it told me to find the code in SDG. But I can't find it. Could
> anyone help me find it? And are there some links or books related
to 
> the model? Or there are other models about Trading(trader)?
>
Usually people ask about ASM: http://artstkmkt.sourceforge.net

Years ago with Paolo Patelli I wrote a pretty substantial Java 
Swarm-based market simulation. In my view it is a decent example of full
use of Swarm. It's in a way much cleaner and usable for markets research
than ASM. Paolo wrote a smart auto-regressive agent for it that is 
pretty nifty, and there's code for detection of chaos and its been tuned
somewhat for performance. If someone wanted to maintain it, SFI might be
willing to make it open source.

Marcus
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