We introduce the simulation tool SABCEMM (Simulator for Agent-Based Computational Economic Market Models) for agent-based computational economic market (ABCEM) models. Our simulation tool is implemented in C++ and we can easily run ABCEM models with several million agents. The object-oriented software design enables th…
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Study stylized facts in ABCEM models using a new simulator.
problem Understanding stylized facts in economic market models.
method Used SABCEMM tool to simulate and recombine existing ABCEM models.
result Identified and recombined stylized facts in ABCEM models.