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It is an open source scientific library that is focused on multi-agent simulations on graphs. It prepares basic toolkit for agents, models, timers, graphs, nodes and edges. It is also accompanied with tools for data processing.
A portfolio-optimizer using Markowitz(1952) mean-variance model
...You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference.
It returns the vector of assets' shares that composes the optimal portfolio.
In order to minimise the variance it internally uses QuadProg++, a library that implement the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of an active-set dual method. This solution is very efficient as it allows to solve hundred of thousand of portfolio problems in seconds.
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The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.
MASyV (Multi-Agent System Visualization) enables one to write agent-based models/cellular automata, eg. in C, visualize them in real time & capture to movie file with MASyVs GUI & message passing lib. Includes examples: Hello World, ants, viral infection
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MIC* comes with a new vision of multi-agent system engineering: The multi-agent system is devided explicitly into two dimensions: the deployment environment and the autonomous agents. MIC* is an algebraic model of a deployment environment (container of a
Anarchonomy is a Java application simulating AI agent based production, consumption, trade and force with a minimum of economic assumptions, letting users create and change their own rule and scenario sets.