| Name | Modified | Size | Downloads / Week |
|---|---|---|---|
| CODE_SWITCH_M5 | 2026-03-19 | ||
| CODE_INPUT_OUTPUT_M4 | 2026-03-19 | ||
| CODE_INFL_EXPECT_M3 | 2026-03-19 | ||
| CODE_TIMEPREF_M2 | 2026-03-19 | ||
| CODE_HYPER_M1 | 2026-03-19 | ||
| README.txt | 2026-03-19 | 1.1 kB | |
| Totals: 6 Items | 1.1 kB | 0 |
This directory contains the source code used to generate data for the figures in a paper entitled, "Ab initio simulation of market dynamics" by Dr R. S. Farr. The code is documented in that paper, which consists of a description of 5 modles, called "M1" to "M5". The source code for each of these models (in the C programming language) is contained in the following folders: CODE_HYPER_M1 CODE_TIMEPREF_M2 CODE_INFL_EXPECT_M3 CODE_INPUT_OUTPUT_M4 ODE_SWITCH_M5 Each folder contains one or more file starting with "M", which includes the main() function, and includes other source files in teh same folder. A typical compile function, executed from teh relevant folder would therefore be, for the different programs: gcc M1_hyperinflation_v1.c -o M1_hyperinflation_v1 -lm gcc M1_market_v1.c -o M1_market_v1 -lm gcc M1_order_book_v1.c -o M1_order_book_v1 -lm gcc M2_fluctuations_v1.c -o M2_fluctuations_v1 -lm gcc M2_plot_lognormal.c -o M2_plot_lognormal -lm gcc M2_timepref_v1.c -o M2_timepref_v1 -lm gcc M3_infl_expect_v1.c -o M3_infl_expect_v1 -lm gcc M4_io_v1.c -o M4_io_v1 -lm gcc M5_switch_v1.c -o M5_switch_v1 -lm