Software Release Announcement: Adaptive Modeler 0.99 - Evolutionary Agent-based Market Simulation Software

Software Release Announcement: Adaptive Modeler 0.99 - Evolutionary Agent-based Market Simulation Software

Post by Jim Witka » Mon, 24 Mar 2008 23:00:33


Adaptive Modeler creates agent-based market simulation models for
forecasting prices of stocks, currencies or other market traded
securities. The agent-based model simulates a financial market
consisting of thousands of individual agents whose trading rules
evolve through genetic programming. The evolution of trading rules
combined with market pricing dynamics drives the agent population to
recognize and anticipate recurring price patterns while constantly
adapting to changing market behavior.

Adaptive Modeler may be of interest to researchers to study the
evolution and behavior of genetic programs in an agent-based market
environment. Adaptive Modeler uses Strongly Typed Genetic Programming.
To prevent overfitting, training takes place in "real-time", meaning
that historical prices are used only once by agents to trade on.
Steady-state evolution is used for gradual changing of the population
to maintain a degree of stability.

As of version 0.99, the creation of trading rules (genomes) is
documented in detail and the trading rules can be viewed. Also the
selection of functions and terminals to include in the creation of
genomes can be changed. Parameters such as population size, genome
size and depth, breeding parameters and mutation rate can be
configured by the user. A Mersenne Twister pseudo random number
generator is now used with the possibility to manually set the random
seed value.

A free alpha evaluation version can be downloaded from http://www.yqcomputer.com/
(no registration required, no expiration).

Jim Witkam
 
 
 

1. announcement: breve 2.2.1, agent based simulation environment

2. adaptive antenna array performance simulation software

I am a student. I have to simulate an adaptive smart antenna system,
that is an adaptive antenna array, whose outputs are adaptively
combined through a set of complex weights (signal amplitude and phase
adjustments) to form a single output with beam steering interference
mitigation capabilities. I have to show how the performance of an
adaptive system is related to the DOA spread of multipath signals and
the impact of the number of multipath on the performance of an
adaptive antenna system. The simulated system has to be an optimum
combining array with 8 omni-directional elements. I have to assume
that there are 5 gaussian multipath signals. I have to show on the X
axis the SNR at each antenna element and on the Y axis the bit error
rate (BER) of coherent demodulation of BPSK at the array output. The
variables that I have to inspected in the simulation are: number of
elements, number of multipath, DOA (direction of arrival) spread,
beamwidth of the directional antenna element and the number of
element that will be chosen for beamforming process. I have to
simulate two kinds of communication system: TDMA and CDMA. Bynary
phase shift keying (BPSK) modulation is used in all simulation.I
suppose flat rayleigh fading. There is an adaptive antenna array
performance simulation software that may help me?

3. CFP: AAAI-06 Workshop on Cognitive Modeling and Agent-based Social Simulation

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10. ANN: E Equational Theorem Prover 0.99 "Singtom" released

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