YAFiMM (Yet Another Financial Market Model)

This package contain programs providing a simulation framework for the analysis of a financial market model. Deyails on the simulation framework can be obtained from the following papers:

• G. Bottazzi (2002) "A Simple Micro-Model of Market Dynamics" forthcoming in WHEIA 2002 Proceedings and LEM Working Paper, Sant'Anna School of Advanced Studies, Pisa.
• G. Bottazzi, G.Dosi and I. Rebesco (2002) "Institutional Architectures and Behavioural Ecologies in the Dynamics of Financial Markets", Journal of Mathematical Economics, vol. 41, pp. 197-228, 2005 and LEM Working Paper, Sant'Anna School of Advanced Studies, Pisa.

Documentation:

For a basic description of the package structure and an introduction to the use of the different utilities see this overview.

Requirements:

• This package makes use of the GNU Scientific Library (GSL) (version above 1.2).
• A C compiler and the standard C library. Unix-like environment in which GNU auto-tools can work is required for automatic installation.

Downloads (new version 1.5 available):

The latest package version (tar.gz) contains the source code, installation instructions and the above documentations in text format.