Computational Model Library

Behavioural parallel trading systems (1.0.0)

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.

Release Notes

First release.

Associated Publications

Czupryna M., Jakubczyk M., Oleksy P. , Price Formation in Parallel Trading Systems:
Evidence from the Fine Wine Market , Journal of Artificial Societies and Social Simulation 23 (3) 11, http://jasss.soc.surrey.ac.uk/23/3/11.html, DOI: 10.18564/jasss.4349

Behavioural parallel trading systems 1.0.0

Submitted by Marcin Czupryna Published Jun 26, 2020 Last modified Jun 26, 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.

Release Notes

First release.

Cite this Model

Marcin Czupryna (2020, June 26). “Behavioural parallel trading systems” (Version 1.0.0). CoMSES Computational Model Library. Retrieved from: https://www.comses.net/codebases/cbdd11ea-d4b8-4195-a097-c443980fca08/releases/1.0.0/

Associated Publication(s)

Czupryna M., Jakubczyk M., Oleksy P. , Price Formation in Parallel Trading Systems:
Evidence from the Fine Wine Market , Journal of Artificial Societies and Social Simulation 23 (3) 11, http://jasss.soc.surrey.ac.uk/23/3/11.html, DOI: 10.18564/jasss.4349

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Contributors
Marcin Czupryna
DOI
No assigned DOI
Model Version
1.0.0
License
CC-BY-ND-4.0
Programming Language
Java
Software Framework
Mason
Operating System
Windows
Publish Date
Friday, June 26, 2020
Last Updated
Friday, June 26, 2020
Downloads 48
Peer Review
Unreviewed
Version Submitter First published Last modified Status
1.0.0 Marcin Czupryna Fri Jun 26 18:06:54 2020 Fri Jun 26 18:06:54 2020 Published

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