Computational Platforms for Agent-Based Financial Models

This project will construct a broad set of software tools designed to better facilitate the understanding and comparative features of various types of agent-based finical markets.  These tools should form a computational foundation for researchers interested in getting started in the field and for those interested in teaching courses based on agent-based principles.  They should also form a comparative theoretical test bed to better understand what the critical theoretical features are and how they impact our broader understanding of actual market dynamics.

The Abram L. and Thelma Sachar Professor of International Economics
International Business School, Brandeis University