Abstract

Agent-based computational economic modeling requires demanding work on computer programming. Publications of agent-based computational economic modeling usually do not provide readers with adequate information to permit replication of the experiments reported in the papers. Such failure makes the findings from the agent-based simulations hard to verify and defies technical improvement. To facilitate the growth of this research area, it is necessary for authors to make their source codes available in a public domain. This paper is a documentation accompanying the software AIE-ASM, which is available on the website. The software is designed to simulate the agent-based artificial stock market based on a standard asset pricing model. Genetic programming, as part of the software, is used to drive the learning dynamics of traders. An example based on the version of single-population genetic programming is demonstrated in this paper.KeywordsGenetic ProgrammingStock PriceBusiness SchoolPrice DiscoveryTournament SelectionThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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