online document for the ABC Project
Research project
ABC
REVAC
The REVAC method provides an information theoretic measure on how sensitive a parameter is to the choice of its value. This can be used to estimate the relevance of parameters, to choose between different possible sets of parameters, and to allocate resources to the calibration of relevant parameters.
MAD
Stock markets are complex systems. Many autonomous agents interact through a mechanism know as "continuous double auction". They are sensitive to exogenous as well as endogenous influences, that can cause domino effects or avalanches, known as bubbles and crashes. Not only two-agent interactions are relevant, but also many-agent interactions cannot be neglected.
NatLab
NatLab is an asynchronous simulation platform for artificial stock markets.
This project was initiated by Sorin Solomon and Lev Muchnik,
and is currently maintained by Gilles Daniel.
Every collaboration is welcome, so please do not hesitate to contact us.