Agent Model Success!
If you look back to the very beginning of this blog, I was blogging about an agent model. At the time, I was a novice programmer. The tool I used to attempt to write code was Excel, which as I found out, sucks for real programming. I could never get the model to work.
I had a few other things on my plate at the time, like a 2 year old, a startup micro-hydro company of which I was CFO, some financial problems I had to straighten out and moving, so I dropped building the agent model.
Well, in the last few years I've learned more about programming, and specifically, I learned R. R is extremely similar to S, a statistical programming language, and is also very similar to S-Plus. Most R code runs without changes in
S+.
So recently, I decided to attempt to build an Agent based stock market model in R.
I've been successful. As of this afternoon, I have a working minority game implemented in R.
Labels: Agents, Automatic Stock Market, Factor Model, Markets, Minority Game

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