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PlhamJ: Platform for Large-scale and High-frequency Artificial Market (Java version)
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README.md

Plham: Platform for large-scale and high-frequency artificial market

Plham is a platform for artificial market simulations, written in X10 language:

  • for large-scale parallel computation
  • as well as standalone sequential computation

PlhamJ is a Java version of Plham. Only a sequential version is currently supported.

Plham is shipped with reusable examples based on recent artirifial market studies on

  • Fundamentalist-chartist agents
  • Single asset simulations
  • Price limit regulation
  • Trading halt regulation
  • Fat finger error
  • Flash Crash shock transfer

License

Currently under Eclipse Public License 1.0 (read here).

History

  • v0.1: March 2019

Contributors

  • Takuma Torii
  • Kiyoshi Izumi
  • Tomio Kamada
  • Hiroto Yonenoh
  • Daisuke Fujishima
  • Izuru Matsuura
  • Masanori Hirano
  • Tosiyuki Takahashi
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