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Auction Market Modeling

  1. Jun 15, 2005 #1
    I am currenctly doing a project on the mathematics behid human interaction in the currency market. I am looking for a programmer capable of building a program to run simulations based on mathematical equations and other parameters which I will supply that can mimic a real euro/dollar market place. I would love some feedback concerning which programming language would be the most adequate and also I programmer with a good knowledge of mathematics would be perfect (calculus and statistics).

    Payment can be discussed.
  2. jcsd
  3. Jun 15, 2005 #2
    I think it is impossible to simulate things with only known equations ? What makes you think it is possible ?
  4. Jun 15, 2005 #3
    I don't see why it is not possible; people do it all the time.

    The basic idea is that the market price is highly efficient. Dealers try and maximize their utility function with the available information. However these dealers are not all rational; irrational ones force a price deviation. My objective is to study how these deviations occur. Can we profit from them? Does this cause random price behaviour?, etc.
  5. Jun 16, 2005 #4
    well, now i figure out how to simulate a differential equation
    for example, if you have
    then you can use apen and a piece of paper to get y=1/2x^2

    using c++ language, do this


    plotpoint is a function to draw a point. I think that is simulation.
  6. Jun 16, 2005 #5
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