Auction Market Modeling

  • Thread starter datatec
  • Start date
17
0
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.
 
40
0
I think it is impossible to simulate things with only known equations ? What makes you think it is possible ?
 
17
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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.
 
40
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well, now i figure out how to simulate a differential equation
for example, if you have
dy/dx=x;
then you can use apen and a piece of paper to get y=1/2x^2

using c++ language, do this

for(x=0;;x++){
y=1/2*x^2;
plotpoint(x,y);
sleep(1000);
}

plotpoint is a function to draw a point. I think that is simulation.
 
644
1
There are better methods using fuzzy controls. Its easier to implement and completely flexible.
Check this one out for example,
http://www.comp.nus.edu.sg/~pris/FuzzyLogic/DemoAppIets/IPApplet/IP.html [Broken]

-- AI
 
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