Market Simulation

Combining Multi-agent Simulation and Genetic Computation improves on simple analysis of historical data by incorporating feedback and learning. The following papers demonstrate how a simulation of hedging pressure in futures markets can cast doubt on predictions from previous analyses:

  • Evolutionary simulation of hedging pressure in futures markets (Duke & Clack, in Proceedings IEEE Congress on Evolutionary Computing (CEC'07), pp 782-789, IEEE, 2007)
  • Using an evolutionary agent-based simulation to explore hedging pressure in futures markets (Duke & Clack, in Proceedings Genetic and Evolutionary Computation Conference (GECCO'07), pp 2257, ACM, 2007)

Christopher D. Clack
Department of Computer Science
UCL
Gower Street
London
WC1E 6BT

 clack@cs.ucl.ac.uk