一个复杂的适应性金融环境

Roil Even, B. Mishra
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引用次数: 7

摘要

描述了复杂自适应金融环境(CAFE/spl急性/),一个用Java实现的复杂自适应系统模拟器。CAFE/spl /的面向对象设计使其适用于多种类型的仿真。我们给出了一个市场模拟的例子,其中食物被交易为黄金,并探讨了在系统中增加几种投机者的影响。本文基于Java程序设计语言的面向对象和分布式特点,介绍了CAFE/spl /的软件结构和设计。虽然这个系统的主要应用是在计算金融领域,但我们设想了一个更普遍的用途。
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CAFE/spl acute/: a Complex Adaptive Financial Environment
Describes the Complex Adaptive Financial Environment (CAFE/spl acute/), a simulator for complex adaptive systems implemented in Java. CAFE/spl acute/'s object-oriented design makes it suitable for many types of simulation. We give an example of a market simulation where food is traded for gold and explore the effects of adding several kinds of speculators to the system. This paper describes the software structure and design of CAFE/spl acute/, building upon the object-oriented and distributed features of the Java programming language. Although the primary application for this system is in the computational finance area, we envision a much more general usage.
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