Search Results for "agent"

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.

...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. ...

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.

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