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Stability of Financial Market: The Introduction to the JAVA Simulation of Agent-Based Model

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F13%3A%230002243" target="_blank" >RIV/47813059:19520/13:#0002243 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.3233/978-1-61499-264-6-380" target="_blank" >http://dx.doi.org/10.3233/978-1-61499-264-6-380</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.3233/978-1-61499-264-6-380" target="_blank" >10.3233/978-1-61499-264-6-380</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Stability of Financial Market: The Introduction to the JAVA Simulation of Agent-Based Model

  • Original language description

    Computational social science involves the use of agent-based modeling and simulation (ABMS) to study complex social systems. ABMS consists of a set of agents and a framework for simulating their decisions and interactions. ABMS is related to a variety ofother simulation techniques, including discrete event simulation and distributed artificial intelligence or multi-agent systems. In practice, each agent has only partial knowledge of other agents and each agent makes its own decisions based on the partial knowledge about other agents in the system. For purposes of this paper, a multi-agent system will be implemented as a simulation framework in JADE development platform (JAVA programming language). The motivation was to use the agent-based simulation of the Tobin tax introduction together with the risk analysis and to investigate their impact on the stability of financial market. The hypothesis was that Tobin tax introduction will stabilize the financial market.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    O - Projekt operacniho programu

Others

  • Publication year

    2013

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Frontiers in Artificial Intelligence and Applications 255

  • ISBN

    978-1-61499-263-9

  • ISSN

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

    380-389

  • Publisher name

    IOS Press BV

  • Place of publication

    Amsterdam

  • Event location

    Sesimbra

  • Event date

    Jun 27, 2013

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article