Computational Model Library

Behavioural parallel trading systems (version 1.0.0)

Submitted by: Marcin Czupryna Software Framework: Mason Programming Language: Java

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

Operating System

Windows

Programming Language

Java

Dependencies

None listed

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

Discussion

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