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• Forum thread added

  roni_ created the how do i install it? forum thread

  posted by roni_ 1063 days ago

• Forum thread added

  aniu288 created the ASM version2.4 will break after a long run forum thread

  posted by aniu288 1692 days ago

• Code committed

  pauljohn32 committed patchset 92 of module ASM to the Artificial Stock Market CVS repository, changing 4 files

  posted by pauljohn32 2384 days ago

• File released: /sfsm/sfsm-1.0/sfsm-1.0.tar.gz

  posted 2384 days ago

• File released: /ASM-Swarm/ASM-2.4/ASM-2.4.tar.gz

  posted 2384 days ago

• Code committed

  pauljohn32 committed patchset 2 of module SASM to the Artificial Stock Market CVS repository, changing 39 files

  posted by pauljohn32 2384 days ago

• Code committed

  pauljohn32 committed patchset 1 of module SASM to the Artificial Stock Market CVS repository, changing 39 files

  posted by pauljohn32 2384 days ago

• ASM-Swarm ASM-2.4 file released: ASM-2.4.tar.gz

  2003-06-09 Thomas Badegruber <badegruber@localhost.localdomain> * BFagent.h: created new ivar medianstrength for use in fMoments, local variable in GA and fMoments still called medstrength. * BFagent.m: changed bitDistribution to count only bits of forecast that were used within the last 10000 periods. changed fMoments to calculate means and absolute mean deviations of forecast parameters and forecast variance. * BFCast.m ([BFCast -createEnd]): introduced new ivar lastused to track last actual use of forecast in contrast to lastactive, that tracks when forecast was last in activelist. 2003-06-07 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * Output.h (SwarmObject): seems to me bs[] array only should have 12 items if BFParams only lists 12 conditions being monitored. This whole setup is horribly hard wired to the particular 12 bits described in BFParams. * Dividend.m ([Dividend -initNormal]): subtract 5 from system seed rather than add to get seed. 2003-06-06 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * BFagent.m ([BFagent -getNfcasts]): retrieve the number of forecasts that is in use. Primarily for use in Output.m 2003-06-06 Thomas Badegruber <badegruber@localhost.localdomain> * asm.scm (cons): changed values to mirror original publication * Output.m ([Output -createTimePlots]): changed createTimePlots and calculateBitData to correctly count and plot averages of the now 12 information bits grouped in technical, fundamental, dummy and overall bits. * Dividend.m (normal) new function that returns a normally distributed random variable. copied from original version to see if algorithm leads to changes in results. function is currently not in use. * BFagent.m: removed variable minstrength. increased currentTime by one to fix discrepancy between counting of of modeltime, lastused and count. selection of rules is now based on minimum actual variance (actvar), but demand function still uses variance. see lebaron (1999) for reasons. ([BFagent -updatePerformance]): variance reset to initial value as long as currentTime < tauv. moving average calculation for actvar begins at time 1. ([BFagent -performGA]): changed some methods inside GA to calculate and deal with median strength. fixed very bad error in sorting algorithm in MakePool. changed selection of candidates in Tournament. included actvar and removed the assignment of a new strength value in CopyRule. in Mutate, the value of bool variable changed is only set to YES if the range of the variable (a,b, or c) != 0. mutations of b, which is usually set to 0 do not cause changed to be set to YES. unused rules or rules that have not been matched for a long time get median strength in Mutate method. count value of mutated rules is not reset to 0. In Crossover, lastactive of new rule is calculated as average of its parents, count is set to the smaller value of both parents, strength is set to median strength if rule has not been used at all or for a long time.GetMort now includes all three methods for selecting rules to leave, although GetMort is not used as long as newlist and rejectlist are of the same size. In Generalize, varvalue is replaced by actvar to calculate a variance backwards out of median strength. * BFagent.h: changed variable names from avgstrength to medstrength since BFagent now uses median strength instead of average strength. * BFParams.m ([BFParams -init]): reduced the set of information bits to fit original publications. * BFCast.m ([BFCast -updateSpecfactor]): changed calculation of specfactor, since condbits is already adjusted for nnulls. implemeneted get and set method for actvar and included it in copyEverthingFrom. * BFCast.h (SwarmObject): added new ivar actvar to hold actual variance, the current variance estimate of a forecast. forecast variance itself is only updated during GA. introduced get and set method for actvar. * ASMModelSwarm.m ([ASMModelSwarm -buildActions]): changed the number of warmup runs to 501 from 502, deleted additional periodActions at time 0 to fix discrepancy between the counting of modeltime, lastused and count in BFagent. 2003-05-18 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * Output.m ([Output -calculateBitData]): csfreq is new ivar to remember important values that are graphed. * BFParams.m: delete getDouble because of memory leak. * ASMBatchSwarm.m ([ASMBatchSwarm -buildActions]): output updates to suit graph usage changes in Output * Output.m ([Output -createEnd]): simplified data storage options. Now only save time streams as C fprintf text and HDF vectors through graphs. 2003-05-17 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * Output.m ([Output -calculateBitData]): new method, separated from writeData method ([Output -getCS:i]): new method to give cs data for plotting * ASMObserverSwarm.m ([ASMObserverSwarm -buildObjects]): moved graphs of price and volume int Output.m. ([ASMObserverSwarm -_writeRawData_]): deleted. Not needed due to redesign. 2003-05-16 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * BFagent.h (Agent): remove lastgatime and avgspecificity. Have to declare all these methods in order for them to be inherited. - (BFCast *) CopyRule:(BFCast *) to From: (BFCast *) from; - (void) MakePool: (id <List>)rejects From: (id <Array>) list; - (BOOL) Mutate: (BFCast *) new Status: (BOOL) changed; - (BFCast *) Crossover:(BFCast *) newForecast Parent1: (BFCast *) parent1 Parent2: (BFCast *) parent2; - (void) TransferFcastsFrom: newList To: forecastList Replace: rejects; - (BFCast *) GetMort: (BFCast *) new Rejects: (id <List>) rejects; - (void) Generalize: (id) list AvgStrength: (double) avgstrength; - (BFCast *) Tournament: (id <Array>) list; - (double) CalculateAndUseMadv; - (double) CalculateAvAndMinstrength; - (BFCast *) CreateFcastAvstrength: (double)avstrength Madv: (double)madv; - (BOOL) PickParents: (BFCast *) aNewForecast; * BFagent.m ([BFagent -CalculateAvAndMinstrength]): new method to clean up GA. ([BFagent -CalculateAndUseMadv]): new method to clean up GA. ([ -CalculateAvAndMinstrength]): new method to clean up GA. ([BFagent -CreateFcastAvstrength:Madv:]): new method to clean up GA. 2003-03-26 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * BFagent.m: close memory leak in prepareForTrading. Was caused by getDouble() function, which had called a probeAsDouble. * ASMModelSwarm.m ([ASMModelSwarm -buildObjects]): remember randomSeed all the time, whether we put it in or not. 2003-03-27 Paul E Johnson <pauljohn@ukans.edu> * ASMObserverSwarm.m ([ASMObserverSwarm -buildObjects]): Thomas Badegruber pointed out ASM crashes on windows systems and submitted a patch. 2003-03-27 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * World.m (changes): Rewrite all MA code to access Swarm Arrays, not C arrays. This is for serialization. (NWORLDBITS): Stop calculating NWORLDBITS, just declare a number in World.h. This allows the realworld array to be statically allocated. * World.h (SwarmObject): convert priceMA, oldpriceMA and divMA and olddivMA into Swarm Arrays for serialization. * World.m (changes): Serialization: eliminate dynamic memory allocation of * BFagent.m ([BFagent -collectWorldData:]): init for BitVector need. Serialzation was the reason. * BFCast.m ([BFCast -init]): must call init in BitVector every time a BitVector is created. * BitVector.h: changed createEnd to init method, for serialization. * ASMModelSwarm.m ([ASMModelSwarm -lispLoadAgents:]): new method to restore agents from the saved scm file ([ASMModelSwarm -createAgents]): separate method to create agents. Used only if an input scm file is not present. * BFCast.m ([BFCast -init]): new method to initialize the BFCast. Same work used to be done in createEnd, but serialization conflicts with that usage. * BFagent.m ([BFagent -createNewForecast]): call init method when BFCast is created. needed for serialization. 2003-03-27 <Anwender@BANK99> * SOCagent.m ([SOCagent -PickParents:]): introduced first type of social behaviour: look at strongest forecast of agent at offset 0 and copy it. 2003-03-27 Thomas Badegruber <thomas.badegruber@uni-graz.at> * BFagent.m ([BFagent -updateActiveList:]): introduced strongestBFCast as instance variable for use in SOCagent. SOCagents are able to ask each other for strongest forecast. also created get-method for strongestBFCast * BFParams.h: added psocial and startsocial to list of parameters that can be read out of asm.scm. corresponding changes also in BFParams.m and asm.scm. * ASMModelSwarm.m deleted comments and examples of previous versions * World.m: also deleted comments. * Dividend.m ([Dividend -initNormal]): also deleted comments. * BFCast.m: also deleted comments. * ASMBatchSwarm.m ([ASMBatchSwarm +createBegin:]): deleted legacies of older versions that were already commented out. * BFagent.m ([BFagent -performGA]): removed lastgatime variable, because it is of no use * ASMObserverSwarm.m ([ASMObserverSwarm -buildObjects]): inserted "if ([controlPanel getState] == ControlStateQuit) return self;" to fix troubles when pressing Quit on controlpanel. fixed error in enableDestroyNotification for volumeGraph ([ASMObserverSwarm -drop]): inserted [priceGraph drop]; [volumeGraph drop]; [positionHisto drop]; [relativeWealthHisto drop]; to fix trouble at shutdown in Windows * BFagent.m: got rid of all unneccessary comments and explanations of previous versions of the market in BFagent.m, eliminated WEIGHTED == 1 part, since it did not work. deleted alternative implementation to create activelist. removed empty methods that were designed for ANNagents. gotten rid of av, bv ignoring BLs comment in updatePerformance, used a, b that are based on tauv instead. usefulnes of global_mean seriously in doubt since it is only used at start when new forecasts are created. removed lastgatime variable and method because its of no use 2003-03-26 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * ASMModelSwarm.m ([ASMModelSwarm -buildObjects]): remember randomSeed in asmModelParams. This means if a randomSeed is not entered by the user, the one chosen by Swarm will be recorded. * asmModelParamsrandomSeed variable will equal the GUI input, otherwise it will equal the value used by the default or the CLI. * BFagent.m ([BFagent -MakePool:From:]): fix bug where only npool-1 rules were created. iterate from 1 to n, not 1 to n-1. 2003-03-26 Thomas Badegruber <thomas.badegruber@uni-graz.at> * ASMModelParams.m ([ASMModelParams +createBegin:aZone]): removed tauv, lambda and initvar from asm.scm and the probemap in ASMModelParams.m because they are not needed, since pj introduced the BFParams * BFagent.m ([BFagent -prepareForTrading]) fixed the memory leak at the very end of the method. it now says divisor=privateParams->lambda*forecastvar; instead of divisor =getDouble(privateParams,"lambda")*forecastvar; 2003-03-25 Paul E. Johnson <pauljohn@pjdell.pols.ukans.edu> * ASMObserverSwarm.m ([ASMObserverSwarm -_relativeWealthHistoDeath_:]): windows users say Swarm crashes on shutdown. 2003-03-18 Paul E Johnson <pauljohn@pauljohn.pols.ukans.edu> * BFagent.m ([BFagent -updateActiveList:]): Looking for speedups in calculations after gcc profiling pointed at this as a slow down. Done by saving values of real world once for each batch of forecasts and only making one "getConditions" call on each forecast. int * real = [worldvalues getConditions]; index=[ fcastList begin: [self getZone]]; for ( aForecast=[index next]; [index getLoc]==Member; aForecast=[index next] ) { int * conditions = [aForecast getConditions]; if ( conditions[0] & real[0] ) continue ; if ( conditions[1] & real[1] ) continue ; if ( conditions[2] & real[2] ) continue ; [activeList addLast: aForecast]; } [index drop]; * ASMModelSwarm.m ([ASMModelSwarm -buildActions]): explore variations to make model run faster. Stop using createActionForEach. Consider 2 alternatives, both equally fast. See comments. 2003-03-11 Paul E Johnson <pauljohn@pauljohn.pols.ukans.edu> * World.m ([World +nameOfBit:]): NUMWORLDBITS is an unsigned, have to cast as (int) in order to do comparisons. Necessitated by gcc-3.3 * BFagent.m ([BFagent -performGA]): Thomas Badegruber pointed out typos on lines 1199 1455. He says they don't affect results.

  posted 2385 days ago

• sfsm sfsm-1.0 file released: sfsm-1.0.tar.gz

  posted 2385 days ago

• Code committed

  pauljohn32 committed patchset 91 of module ASM to the Artificial Stock Market CVS repository, changing 1 files

  posted by pauljohn32 2389 days ago