A Framework for Multi-agent-Based Stock Market Simulation on Parallel Environment

被引：0

作者：

Wang Chun-yu ^{[1
]}

Wu Hu-tong ^{[1
]}

Sun Chao

Sun Ji-zhou ^{[1
]}

Li Yue-lei ^{[2
]}

Wang Jian-jun ^{[1
]}

Yu Ce ^{[1
]}

机构：

[1] Tianjin Univ, Sch Comp Sci & Technol, Tianjin 300072, Peoples R China

[2] Tianjin Univ, Sch Management, Tianjin 300072, Peoples R China

来源：

CONTEMPORARY RESEARCH ON E-BUSINESS TECHNOLOGY AND STRATEGY | 2012年 / 332卷

基金：

中国国家自然科学基金;

关键词：

multi-agent-based modeling; simulation of stock market; parallel programming; Erlang;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Multi-agent-based modeling is an efficient way to simulate the stock market which can be regarded as a complex adaptive system. This paper introduces a framework to support massive amounts of agents in the stock market simulation on distributed parallel environment. The framework consists primarily of the market server and massive amounts of agents implemented base on Erlang language. It provides an interface for decision mechanism of agents and interface for auction rules of market server. The experiment is established in a distributed environment and presents a certain scalability of the framework.

引用

页码：561 / +

页数：2

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