Abstract
This paper describes the Complex Adaptive Financial Environment (CAFE), a simulator for complex adaptive systems implemented in Java. CAFE's object oriented design makes it suitable for many types of simulation. We give an example of a market simulation where food is traded for gold and explore the effects of adding several kinds of speculators to the system. This paper describes the software structure and design of CAFE, building upon the object-oriented and distributed features of the Java programming language. Although the primary application for this system is in the computational finance area, we envision a much more general usage.
| Original language | English (US) |
|---|---|
| Pages | 20-25 |
| Number of pages | 6 |
| State | Published - 1996 |
| Event | Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, CIFEr - New York, NY, USA Duration: Mar 24 1996 → Mar 26 1996 |
Other
| Other | Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, CIFEr |
|---|---|
| City | New York, NY, USA |
| Period | 3/24/96 → 3/26/96 |
ASJC Scopus subject areas
- Computer Science(all)
- Economics, Econometrics and Finance(all)
- Engineering(all)