About the CoMSES Model Library more info
Our mission is to help computational modelers at all levels engage in the establishment and adoption of community standards and good practices for developing and sharing computational models. Model authors can freely publish their model source code in the Computational Model Library alongside narrative documentation, open science metadata, and other emerging norms that facilitate software citation, archival, interoperability, and reuse. Model authors can also request that their model code be peer reviewed to receive a DOI.
All users of models published in the library must cite model authors when they use and benefit from their code.
Please check out our model archive tutorial or contact us if you have any questions or concerns about publishing your model(s) in the Computational Model Library.
We also maintain a curated database of over 7500 publications of agent-based and individual based models with additional detailed metadata on availability of code and bibliometric information on the landscape of ABM/IBM publications that we welcome you to explore.
Displaying 3 of 3 results financial markets clear
Portfolio Optimization and Trading Strategies: a simulation approach
Alessio Emanuele Biondo Laura Mazzarino | Published Sunday, March 20, 2022This model analyzes two investors forming their expectations with heterogeneous strategies in order to optimize their portfolios by means of a Sharpe ratio maximization. Traders are distinguished according to their methodology used in forecasting. Two acknowledged algorithms of technical analysis have been implemented to compare portfolios performances and assess profitability of each technique.
Multi Asset Variable Network Stock Market Model
Matthew Oldham | Published Monday, September 12, 2016 | Last modified Tuesday, October 10, 2017An artifcal stock market model that allows users to vary the number of risky assets as well as the network topology that investors forms in an attempt to understand the dynamics of the market.
An Agent Based Model for implementing a double auction financial market
Annalisa Fabretti | Published Thursday, April 14, 2016The 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.