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1. IJPCTG-ABMCoinTossX IJPCTG-ABMCoinTossX Public

   Semi-asynchronous agent-based market simulations with a matching engine

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2. CoinTossX CoinTossX Public

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   A low latency high throughput matching engine based on the rules of the JSE

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3. IJPCTG-HawkesCoinTossX IJPCTG-HawkesCoinTossX Public

   Point process market simulation using the CoinTossX matching engine.

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4. Adaptive-Farmer-Joshi-Agent-Based-Model-of-Financial-Markets Adaptive-Farmer-Joshi-Agent-Based-Model-of-Financial-Markets Public

   The project explores the calibration and simulation of the Farmer and Joshi (2002) agent-based model of financial markets using the method of moments along with a genetic algorithm and a Nelder-Mea…

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5. FinancialModels FinancialModels Public

   A collection of simple models of financial markets implemented in Julia

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6. Recommender-Systems Recommender-Systems Public

   Recommender systems are software tools and techniques that provide suggestions for items to be of use to a user. The collaborative filtering approach evaluates items using the opinions or ratings o…

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