Financial Market Simulation
Financial Market Simulation
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Project Information |
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PurposeThis project is dedicated to developing a simulation of the financial and stock market using multi-agent approach. This is often also called Virtual Artificial Stock Market. In brief, that means we create thousands of traders, give them different amounts of money to start with, different decision making strategies, distribute all shares among them and put them in a virtual market to see how they will act. Sort of an artificial life with several purposes:
The original idea was given to me by Dr. Viktor Romanov from the Plekhanov Economic Academy in Moscow. This application was originally created for my diploma work, I plan to continue my research in this field and defend another work based on it to get a degree called "Candidate of Technical Sciences" (something between a Master and a Doctor in the western educational system). This documentation contains various documents regarding this project. I published it all because I want FIMAS to attract other develops and researchers who want to conduct experiments on a virtual market. FIMAS is a open platform, which contains a lot of predefined market participants and common strategies. But most important of all, it allows users to create their own strategies, add their own scenarios and create new graphical representations of market data with the help of a built-in Object Pascal Scripting Language. This project is completely free and open source! You can download a binary distribution and full source code at the download page. Enjoy and don't hesitate to contact me if you have questions!
Fun info:After uploading the 0.8 version of this project to SF I received an e-mail saying that it has been verified to be virus-free (like I didn't know that!). See it for yourself. Contacts
CV / Resume
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