Complex adaptive financial environment

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper describes the Complex Adaptive Financial Environment (CAFE), a simulator for complex adaptive systems implemented in Java. CAFE's object oriented design makes it suitable for many types of simulation. We give an example of a market simulation where food is traded for gold and explore the effects of adding several kinds of speculators to the system. This paper describes the software structure and design of CAFE, building upon the object-oriented and distributed features of the Java programming language. Although the primary application for this system is in the computational finance area, we envision a much more general usage.

Original languageEnglish (US)
Title of host publicationIEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)
PublisherIEEE
Pages20-25
Number of pages6
StatePublished - 1996
EventProceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, CIFEr - New York, NY, USA
Duration: Mar 24 1996Mar 26 1996

Other

OtherProceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, CIFEr
CityNew York, NY, USA
Period3/24/963/26/96

Fingerprint

Java programming language
Adaptive systems
Finance
Gold
Simulators
Object-oriented
Java
Simulation
Food
Complex adaptive systems
Programming
Software
Language
Speculators
Computational finance

ASJC Scopus subject areas

  • Computer Science(all)
  • Economics, Econometrics and Finance(all)
  • Engineering(all)

Cite this

Even, R., & Mishra, B. (1996). Complex adaptive financial environment. In IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr) (pp. 20-25). IEEE.

Complex adaptive financial environment. / Even, Ron; Mishra, Bhubaneswar.

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE, 1996. p. 20-25.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Even, R & Mishra, B 1996, Complex adaptive financial environment. in IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE, pp. 20-25, Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, CIFEr, New York, NY, USA, 3/24/96.
Even R, Mishra B. Complex adaptive financial environment. In IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE. 1996. p. 20-25
Even, Ron ; Mishra, Bhubaneswar. / Complex adaptive financial environment. IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE, 1996. pp. 20-25
@inproceedings{69b8939342bf47dd9d3e94ead253532a,
title = "Complex adaptive financial environment",
abstract = "This paper describes the Complex Adaptive Financial Environment (CAFE), a simulator for complex adaptive systems implemented in Java. CAFE's object oriented design makes it suitable for many types of simulation. We give an example of a market simulation where food is traded for gold and explore the effects of adding several kinds of speculators to the system. This paper describes the software structure and design of CAFE, building upon the object-oriented and distributed features of the Java programming language. Although the primary application for this system is in the computational finance area, we envision a much more general usage.",
author = "Ron Even and Bhubaneswar Mishra",
year = "1996",
language = "English (US)",
pages = "20--25",
booktitle = "IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)",
publisher = "IEEE",

}

TY - GEN

T1 - Complex adaptive financial environment

AU - Even, Ron

AU - Mishra, Bhubaneswar

PY - 1996

Y1 - 1996

N2 - This paper describes the Complex Adaptive Financial Environment (CAFE), a simulator for complex adaptive systems implemented in Java. CAFE's object oriented design makes it suitable for many types of simulation. We give an example of a market simulation where food is traded for gold and explore the effects of adding several kinds of speculators to the system. This paper describes the software structure and design of CAFE, building upon the object-oriented and distributed features of the Java programming language. Although the primary application for this system is in the computational finance area, we envision a much more general usage.

AB - This paper describes the Complex Adaptive Financial Environment (CAFE), a simulator for complex adaptive systems implemented in Java. CAFE's object oriented design makes it suitable for many types of simulation. We give an example of a market simulation where food is traded for gold and explore the effects of adding several kinds of speculators to the system. This paper describes the software structure and design of CAFE, building upon the object-oriented and distributed features of the Java programming language. Although the primary application for this system is in the computational finance area, we envision a much more general usage.

UR - http://www.scopus.com/inward/record.url?scp=0030402874&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0030402874&partnerID=8YFLogxK

M3 - Conference contribution

SP - 20

EP - 25

BT - IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

PB - IEEE

ER -