A dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of requirements for the degree of Master of Science. Johannesburg 2014. / The application of agent based modelling in nance allows market experiments
to be undertaken which would normally be prohibitive due to cost, complexity
and other factors. Agent based models use simple behaviour and interaction to
produce complex outcomes. We introduce the requirements of an agent based
market simulator based on protocol stipulated by the Johannesburg Stock Exchange.
The requirements are then translated into a technical design. This
design is implemented using the Microsoft .NET framework. The product of
this design and creation approach is a market simulator which is then used to
run three simulations where different agent behaviour is demonstrated. The
approach and results of the simulations are documented to show possible use
cases of the simulator.
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:wits/oai:wiredspace.wits.ac.za:10539/16840 |
| Date | 02 February 2015 |
| Creators | Nair, Preyen |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Type | Thesis |
| Format | application/pdf |
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