Abstract
Agent-based computational economic modeling requires demanding work on computer programming. Publications of agent-based computational economic modeling usually do not provide readers with adequate information to permit replication of the experiments reported in the papers. Such failure makes the findings from the agent-based simulations hard to verify and defies technical improvement. To facilitate the growth of this research area, it is necessary for authors to make their source codes available in a public domain. This paper is a documentation accompanying the software AIE-ASM, which is available on the website. The software is designed to simulate the agent-based artificial stock market based on a standard asset pricing model. Genetic programming, as part of the software, is used to drive the learning dynamics of traders. An example based on the version of single-population genetic programming is demonstrated in this paper.
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Chen, SH., Yeh, CH., Liao, CC. (2002). On AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic Programming. In: Chen, SH. (eds) Evolutionary Computation in Economics and Finance. Studies in Fuzziness and Soft Computing, vol 100. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-1784-3_6
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DOI: https://doi.org/10.1007/978-3-7908-1784-3_6
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