{"repo":"INET-Complexity/ESL","free":true,"listed":false,"github":"https://github.com/INET-Complexity/ESL","clone":"git clone https://github.com/INET-Complexity/ESL.git","description":"​The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial agent-based models. The library is designed to take advantage of different computer architectures. In order to facilitate rapid iteration during model development the library can use parallel computation. Economic models developed using the library can be deployed into large-scale distributed computing environments when working with large model instances and datasets and provides routines to set up large-scale sampling computations during the analysis and calibration process.","language":"C++","stars":81,"topics":["economic-simulation","financial-markets","agent-based-modeling","scientific-computing","economics","economic-simulation-library","finance","economic-models"],"license":"Apache-2.0","category":"trading","readme_excerpt":"ESL The Economic Simulation Library (ESL) provides an extensive collection of high-performance algorithms and data structures used to develop agent-based models for economic and financial simulation. The library is designed to take advantage of different computer architectures. In order to facilitate rapid iteration during model development the library is developed to be used from Python, and is written in C++. Features Models Market mechanisms The library provides multiple market mechanisms that use the same messaging framework, meaning market mechanisms can to a limited extended be swapped and compared within the same economic model. We aim to provide simple models that allow, for example, to convert directly supply- and demand functions to an execution strategy, so that a Walrasian price-setters can be compared to order-driven markets such as limit order books. Walrasian price-setter, supporting market clearing for multiple assets using a numerical scheme, accelerated by automatic differentiation. Multiple Limit order books with different performance characteristics. Shapley-Shubik trading-posts. Trade Using One Commodity as a Means of Payment . Shapley, L. and Shubik, M. Journal of Political Economy 1977 vol: 85 (5) pp: 937-968. Common types of auctions Getting the library :warning: The python bindings are currently under development, and are not at parity with the C++ code. Python package download and installation We aim to provide optimized packages for Linux, MacOS and","default_branch":null,"files":null,"tree":[],"storefront":"/r/INET-Complexity","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/INET-Complexity/ESL/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}