Using Swarm to Build a Multi-Agent Simulation System for Artificial Stock Market
نویسندگان
چکیده
Agent-based simulations of financial markets have gained more and more acceptance among social scientists in the last decade, and the Santa Fe Artificial Stock Market (SFI-ASM) is a well-known one. We employed the Swarm and the concept of the MASS-Z to design the architecture of the MASS-S and implemented a multi-agent simulation system, called MASS-SF. In order to evaluate the system, we did five experiments by having 5 different combinations of agent traders and noise traders: 30 agent traders, 29 agent traders and 1 noise trader, 15 agent traders and 15 noise traders, 1 agent traders and 29 noise traders, and 30 noise traders. We believe that the MASS-S will provide finance researchers a user friendly simulation system.
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