Research project

ABC

It's all about lotka-volterra and the AB Model.

online document for the ABC Project

REVAC

Relevance Estimation and Value Calibration of complex system parameters

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

Market Microstructures and Architectures Database

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

An asynchronous simulation platform for artificial stock markets.

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.

Microscopical study of economics systems

AB - GLV like applications to economic systems