On AIE-ASM: a software to simulate artificial stock markets with genetic programming

Agent-based computational economic modeling requires demanding work on computer programming. Usually, the publications as outcomes of running these programs do not provide readers with adequate information to permit replication of the experiments reported in the papers. This may generally make the findings or conclusions from the agent-based simulations hard to verify. As a result, to facilitate the growth of this research area, it is necessary for the authors to make their source codes available in a public domain. This paper is a documentation accompanying the software AIE-ASM, which is available on the website. The software is designed for simulating the agent-based artificial stock market based on a standard asset pricing model. Genetic programming, as a part of the software, is used to drive the learning dynamics of traders. An example based on the version of single-population genetic programming is demonstrated in this paper.

• Type: Conference
• Year: 2000
• Where: KES
• Authors: Shu-Heng Chen, Chung-Chih Liao, Chia-Hsuan Yeh
• Keywords: Agent-based Artificial Stock, Agent-based Simulations, Genetic Programming, Information Management, KES 2000