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 https://www.assembla.com/wiki/show/MarketModel. Regards Maciek 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 > > 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 > http://mcbridme.sba.muohio.edu/ > http://www.google.com/profiles/markemcbride > > > > 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? >> >> Sean >> >> 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 >