相关论文: Implementing the BBE Agent-Based Model of a Sports…

I describe the rationale for, and design of, an agent-based simulation model of a contemporary online sports-betting exchange: such exchanges, closely related to the exchange mechanisms at the heart of major financial markets, have…

We present first results from the use of XGBoost, a highly effective machine learning (ML) method, within the Bristol Betting Exchange (BBE), an open-source agent-based model (ABM) designed to simulate a contemporary sports-betting exchange…

This paper describes the design, implementation, and successful use of the Bristol Stock Exchange (BSE), a novel minimal simulation of a centralised financial market, based on a Limit Order Book (LOB) such as is common in major stock…

The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and facilitates the development and backtesting of investment…

Simulations of artificial stock markets were considered as early as 1964 and multi-agent ones were introduced as early as 1989. Starting the early 90's, collaborations of economists and physicists produced increasingly realistic simulation…

Agent-based modelling (ABM) is a widespread approach to simulate complex systems. Advancements in computational processing and storage have facilitated the adoption of ABMs across many fields; however, ABMs face challenges that limit their…

Agent Based Modelling (ABM) is a computational framework for simulating the behaviours and interactions of autonomous agents. As Agent Based Models are usually representative of complex systems, obtaining a likelihood function of the model…

In this study, we developed a computational framework for simulating large-scale agent-based financial markets. Our platform supports trading multiple simultaneous assets and leverages distributed computing to scale the number and…

We introduce the simulation tool SABCEMM (Simulator for Agent-Based Computational Economic Market Models) for agent-based computational economic market (ABCEM) models. Our simulation tool is implemented in C++ and we can easily run ABCEM…

We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support AI agent research in market applications. While simulations are certainly available within trading firms…

The paper underscores how decentralization in sports betting addresses the drawbacks of traditional centralized platforms, ensuring transparency, security, and lower fees. Non-custodial solutions empower bettors with ownership of funds,…

This paper proposes a methodology to empirically validate an agent-based model (ABM) that generates artificial financial time series data comparable with real-world financial data. The approach is based on comparing the results of the ABM…

Modern financial exchanges use an electronic limit order book (LOB) to store bid and ask orders for a specific financial asset. As the most fine-grained information depicting the demand and supply of an asset, LOB data is essential in…

This paper presents novel results generated from a new simulation model of a contemporary financial market, that cast serious doubt on the previously widely accepted view of the relative performance of various well-known public-domain…

We present our Agent-Based Market Microstructure Simulation (ABMMS), an Agent-Based Financial Market (ABFM) that captures much of the complexity present in the US National Market System for equities (NMS). Agent-Based models are a natural…

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms…

Programming by example (PBE) is an emerging programming paradigm that automatically synthesizes programs specified by user-provided input-output examples. Despite the convenience for end-users, implementing PBE tools often requires strong…

Running agent-based models (ABMs) is a burdensome computational task, specially so when considering the flexibility ABMs intrinsically provide. This paper uses a bundle of model configuration parameters along with obtained results from a…

Game development is a long process that involves many stages before a product is ready for the market. Human play testing is among the most time consuming, as testers are required to repeatedly perform tasks in the search for errors in the…

Agent-based modeling (ABM) is a principal approach for studying complex systems. By decomposing a system into simpler, interacting agents, agent-based modeling (ABM) allows researchers to observe the emergence of complex phenomena.…