@incollection{ccis2013-design,
  title = {On the Design of Agent-based Artificial Stock Markets},
  author = {Brandouy, Olivier and Mathieu, Philippe and Veryzhenko, Iryna},
  booktitle = {Agents and Artificial Intelligence},
  editor = {Filipe, Joaquim and Fred, Ana},
  pages = {350-364},
  year = {2013},
  volume = {271},
  series = {Communications in Computer and Information Science},
  publisher = {Springer},
  isbn = {9783642299650},
  issn = {1865-0929},
  note = {Revised Selected Papers from the Third International Conference, ICAART 2011, Rome, Italy, January 28-30, 2011},
  abstract = {The purpose of this paper is to define software engineering abstractions that provide a generic framework for stock market simulations. We demonstrate a series of key points and principles that has governed the development of an Agent-Based financial market application programming interface (API). The simulator architecture is presented. During artificial market construction we have faced the whole variety of agent-based modelling issues : local interaction, distributed knowledge and resources, heterogeneous environments, agents autonomy, artificial intelligence, speech acts, discrete or continuous scheduling and simulation. Our study demonstrates that the choices made for agent-based modelling in this context deeply impact the resulting market dynamics and proposes a series of advances regarding the main limits the existing platforms actually meet.},
  hal-id = {hal-00826419},
  x-genre = {conferenceInternationale},
  x-language = {EN},
  x-international-audience = {Yes},
  x-timestamp = {2013-05-27},
  x-missing = {pdf}
}