Computational Model Library


Deniz Kayar | Published Wed Aug 12 08:34:31 2020

This repository the multi-agent simulation software for the paper “Comparison of Competing Market Mechanisms with Reinforcement Learning in a CarPooling Scenario”. It’s a mutlithreaded Javaapplication.

Behavioural parallel trading systems

Marcin Czupryna | Published Fri Jun 26 18:06:54 2020

This model simulates the behaviour of the agents in 3 wine markets parallel trading systems: Liv-ex, Auctions and additionally OTC market (finally not used). Behavioural aspects (impatience) is additionally modeled. This is an extention of parallel trading systems model with technical trading (momentum and contrarian) and noise trading.

Parallel trading systems

Marcin Czupryna | Published Fri Jun 26 18:01:25 2020

The model simulates agents behaviour in wine market parallel trading systems: auctions, OTC and Liv-ex. Models are written in JAVA and use MASON framework. To run a simulation download source files with additional src folder with sobol.csv file. In set RESULTS_FOLDER parameter. Uses following external libraries mason19..jar, opencsv.jar, commons-lang3-3.5.jar and commons-math3-3.6.1.jar.

Our model allows simulating repeated conservation auctions in low-income countries. It is designed to assess policy-making by exploring the extent to which non-targeted repeated auctions can provide biodiversity conservation cost-effectively, while alleviating poverty. Targeting landholders in order to integrate both goals is claimed to be overambitious and underachieving because of the trade-offs they imply. The simulations offer insight on the possible outcomes that can derive from implementing conservation auctions in low-income countries, where landholders are likely to be risk averse and to face uncertainty.

Double Auction

Timothy Gooding | Published Sun Feb 24 10:01:44 2019

This model reproduces the double auction experiments and explores the difference between short-term and long-term trading and pricing.

A Multi-Agent Simulation Approach to Farmland Auction Markets

James Nolan | Published Wed Jun 22 03:04:02 2011 | Last modified Sat Apr 27 20:18:19 2013

This model explores the effects of agent interaction, information feedback, and adaptive learning in repeated auctions for farmland. It gathers information for three types of sealed-bid auctions, and one English auction and compares the auctions on the basis of several measures, including efficiency, price information revelation, and ability to handle repeated bidding and agent learning.

The model implements a double auction financial markets with two types of agents: rational and noise. The model aims to study the impact of different compensation structure on the market stability and market quantities as prices, volumes, spreads.

An Agent-Based Model of Flood Risk and Insurance

J Dubbelboer I Nikolic K Jenkins J Hall | Published Mon Jul 27 14:30:01 2015 | Last modified Mon Oct 3 10:28:25 2016

A model to show the effects of flood risk on a housing market; the role of flood protection for risk reduction; the working of the existing public-private flood insurance partnership in the UK, and the proposed scheme ‘Flood Re’.

A Double-Auction Equity Market For a Single Firm with AR1 Earnings

Eric Weisbrod | Published Mon Dec 13 18:34:03 2010 | Last modified Sat Apr 27 20:18:17 2013

This is a final project for the class AML 591 at Arizona State University. I have done a small amount of bug-checking, but overall the project represents only a half of a semester’s work, so proceed w

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