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Lessons Learned from Converting the Artificial Stock Market to Interval Arithmetic

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Abstract

This paper describes work undertaken converting the Artificial Stock Market (LeBaron et al., 1999; Johnson, 2002) to using interval arithmetic instead of floating point arithmetic, the latter having been shown in an earlier article to be the cause of changed behaviour in the ASM (Polhill et al., in press). Results of both a naive (potentially automatable) conversion and one involving a more in-depth analysis of the code are presented that suggest that interval arithmetic may not be the best approach to dealing with the issue of numeric representation in the ASM. We also find that there are good reasons to suspect that floating point errors are not a significant issue for the ASM.

Suggested Citation

  • J. Gareth Polhill & Luis R. Izquierdo, 2005. "Lessons Learned from Converting the Artificial Stock Market to Interval Arithmetic," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 8(2), pages 1-2.
    • Handle: RePEc:jas:jasssj:2004-58-1
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    Cited by:

    1. Uri Wilensky & William Rand, 2007. "Making Models Match: Replicating an Agent-Based Model," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 10(4), pages 1-2.
    2. José Manuel Galán & Luis R. Izquierdo & Segismundo S. Izquierdo & José Ignacio Santos & Ricardo del Olmo & Adolfo López-Paredes & Bruce Edmonds, 2009. "Errors and Artefacts in Agent-Based Modelling," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 12(1), pages 1-1.
    3. Luis R. Izquierdo & J. Gareth Polhill, 2006. "Is Your Model Susceptible to Floating-Point Errors?," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 9(4), pages 1-4.
    4. Segismundo S. Izquierdo & Luis R. Izquierdo & Nicholas M. Gotts, 2008. "Reinforcement Learning Dynamics in Social Dilemmas," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 11(2), pages 1-1.

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