SIMULATING AN ARTIFICIAL STOCK MARKET WITH GENETIC PROGRAMMING INDUCED TRADING STRATEGIES

Diana Marica
unpublished
The artificial stock market which is the subject of the hereto paper is simulated in Altreva Adaptive Modeler multi-agent simulation software application. The simulation model incorporates 2,000 heterogeneous agents which trade amongst each other on an artificial stock market which uses a call auction trading mechanism. Within the evolutionary agent-based model, the population of agents is continuously adapting and evolving by using genetic programming in order to obtain new agents with better
more » ... agents with better trading strategies generated from combining the trading strategies of the best performing agents and thus replacing the agents which have the worst performing trading strategies.
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