Agent-Based Artificial Markets

Dear Colleagues,

Nowadays, economics and finance have a real advantage from a tremendous stream of innovations, notably coming from the computer science community. Recent advantages in information technologies, employed in the stock market, allow traders to analyze fundamental information, make trading decisions, and submit orders in fractions of seconds. This phenomenon impacts market quality, increases message traffic, makes market data extremely difficult to analyze, and requires effective regulatory design. Smart-grid, agent-based modeling, technical methods and smart order routing help academy, industry, government and authorities to reach a deeper understanding of financial markets as a complex system.

This Special Issue of the journal Information focuses on the application of agents and multi-agent systems, as well as all techniques in artificial intelligence applied to financial market issues. The aim is to explore the intersection of two research domains, financial economics and computer sciences. Areas of special interest include, but are not limited to, simulation, ACE, algorithmic trading, high-frequency trading, agent-based artificial markets, high performance trading, smart grids, design of artificial traders, market and policy design, auctions, matching mechanism designs, and economics education with ABM.

Prof. Philippe Mathieu
Guest Editor

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