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
This 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.
An 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.
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.