https://github.com/phelps-sg/jasa
JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational economics.
https://github.com/phelps-sg/jasa
agent agent-based-modeling computational-economics computational-finance economics finance limit-order-book multi-agent-simulation multi-agent-systems orderbook simulation
Last synced: 10 days ago
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JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational economics.
- Host: GitHub
- URL: https://github.com/phelps-sg/jasa
- Owner: phelps-sg
- License: gpl-2.0
- Created: 2013-07-21T09:22:00.000Z (over 12 years ago)
- Default Branch: master
- Last Pushed: 2023-08-29T08:14:27.000Z (over 2 years ago)
- Last Synced: 2025-08-10T19:34:08.310Z (6 months ago)
- Topics: agent, agent-based-modeling, computational-economics, computational-finance, economics, finance, limit-order-book, multi-agent-simulation, multi-agent-systems, orderbook, simulation
- Language: Java
- Homepage: http://jasa.sourceforge.net/
- Size: 68.3 MB
- Stars: 9
- Watchers: 3
- Forks: 4
- Open Issues: 0
-
Metadata Files:
- Readme: readme.md
- Funding: .github/FUNDING.yml
- License: LICENSE.TXT
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README
README for JASA
---------------
### About
JASA is a high-performance auction simulator written in JAVA. It is
designed for performing experiments in agent-based computational
economics.
### Development Status
This package is currently at alpha. This code is not stable or fully
tested. Please report any bugs, issues or suggestions to [Steve
Phelps](mailto:sphelps@sphelps.net).
### License
This software is licensed under the [GNU General Public
License](LICENSE.TXT). Although it is not an official term of the
licensing conditions, you are also expected to cite use of this software
if you use it in your research.
### Obtaining the latest release
The latest release of JASA can be downloaded from
[SourceForge](http://sourceforge.net/project/showfiles.php?group_id=47257&package_id=40190).
### Documentation
[API Documentation](doc/api/index.html).
### Prerequisites
- [Java](http://java.sun.com) JVM 1.6.0 or later
- JASA is built on top of the [](http://jabm.sourceforge.net)JABM
framework which must be installed before using JASA.
### Running the examples from the Eclipse IDE
The distribution archive can be imported directly into the [Eclipse
IDE](http://www.eclipse.org/) by using the
[File/Import](http://help.eclipse.org/helios/index.jsp?topic=/org.eclipse.platform.doc.user/tasks/tasks-importproject.htm)
menu item. Create a [launch
configuration](http://help.eclipse.org/helios/index.jsp?topic=/org.eclipse.jdt.doc.user/tasks/tasks-java-local-configuration.htm)
with the main class `net.sourceforge.jabm.DesktopSimulationManager` and
specify which configuration file you want to use by setting the system
property `jabm.config` using the JVM argument `-D`, for example
`-Djabm.config=examples/chiarellaAndIori/main.xml`
### Documentation
- [Javadoc and UML](doc/api/index.html)
### Acknowledgements
Additional contributors: Jinzhong Niu and Marek Marcinkiewicz.
This work has been supported by EPSRC grant GR/T10671/01 - "Market Based
Control of Complex Computational Systems." and NSF grant number
IIS-9820657 - "Tools and Techniques for Automated Mechanism Design". It
was originally supported by the EU IST Programme through the SLIE
project.
The system is based on the 4-heap algorithm, described in the paper
Wurman, P. R., Walsh, W. E., & Wellman, M. P. (1998). Flexible double
auctions for electronic commerce: theory and implementation.
International Journal of Decision Support Systems, 24, 17–27.
JASA makes use of the [Mersenne Twister
PRNG](http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html). Full
details of the Mersenne Twister algorithm can be found in:
Makato Matsumoto and Takuji Nishimura, "Mersenne Twister: A
623-Dimensionally Equidistributed Uniform Pseudo-Random Number
Generator", in *ACM Transactions on modeling and Computer Simulation*,
Vol. 8, No. 1, January 1998, pp 3--30.
JASA includes implementations based on existing agent-based models
described in the literature, including:
- Iori, G., & Chiarella, C. (2002). A Simulation Analysis of the
Microstructure of Double Auction Markets. Quantitative Finance, 2,
346–353.
- Cliff, D., & Bruten, J. (1997). Minimal-Intelligence Agents for
Bargaining Behaviors in Market-Based Environments.
- Nicolaisen, J., Petrov, V., & Tesfatsion, L. (2001). Market power
and efficiency in a computational electricity market with
discriminatory double-auction pricing. IEEE Transactions on
Evolutionary Computation, 5(5), 504–523.
This product includes software developed by the Apache Software
Foundation [(http://www.apache.org)](http://www.apache.org).
* * * * *
\(C) 2014 [Steve Phelps](http://sphelps.net/)