Platform design for large-scale artificial market simulation and preliminary evaluation on the K computer

• Published in: Artificial life and robotics Vol. 22; no. 3; pp. 301 - 307
• Main Authors: Torii, Takuma, Kamada, Tomio, Izumi, Kiyoshi, Yamada, Kenta
• Format: Journal Article
• Language: English
• Published: Tokyo Springer Japan 01.09.2017; Springer Nature B.V
• Subjects: Artificial Intelligence; Computation by Abstract Devices; Computer Science; Computer simulation; Computing costs; Control; Electronic trading systems; High frequency trading; Markets; Mechatronics; Original Article; Parallel processing (computers); Regulation of financial institutions; Robotics; Simulation; Supercomputers; High-frequency trading; Multi-asset; Parallel and distributed simulation; Simulation platform; Artificial market

Artificial market simulations have the potential to be a strong tool for studying rapid and large market fluctuations and designing financial regulations. High-frequency traders, that exchange multiple assets simultaneously within a millisecond, are said to be a cause of rapid and large market fluct...