There also exists reimplementation of one of Cont's models in a rather
well organized and extensible framework.
You can download a runnable version and documentation and check out
codes from a public subversion server at
On Mon, Aug 9, 2010 at 9:35 PM, McBride, Mark E. Dr.
<[log in to unmask]> wrote:
> A colleague and I have an intra-day asset model that uses an order book instead of a walrasian auctioneer to handle the market. The agents learn using either a GA or reinforcement learning. If that's in the areas your interested in and I can help with questions let me know.
> Mark E. McBride
> Professor Department of Economics
> 513 529-2864 3014 FSB Hall
> [log in to unmask] Miami University
> [log in to unmask] Oxford, OH 45056
> On Aug 9, 2010, at 7:15 PM, Sean Luke <[log in to unmask]> wrote:
>> We have one large internal project here at GMU for building an economy
>> of agents. But I don't think it's in the same vein as what you're
>> looking for. Anyone else?
>> On Aug 7, 2010, at 11:04 AM, Edith M wrote:
>>> Has anyone done some work in the area of financial modelling with
>>> Mason, i
>>> am currently developing a system in this area and would need some
>>> help on
>>> some issues. Would be grateful if the person can inbox me on
>>> [log in to unmask] Thanks