We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models. We perform our simulations with the SABCEMM (Simulator for Agent-Based Computational Economic Market Models) tool recently introduced by the authors (Trimborn et al. 2018a). The SABCEMM simulator is implemented in C++ and is well suited for large scale computations. Thanks to its object-oriented software design, the SABCEMM tool enables the creation of new models by plugging together novel and existing agent and market designs as easily as plugging together pieces of a puzzle. We present new ABCEM models created by recombining existing models and study them with respect to stylized facts as well.  The code is available on GitHub (Trimborn et al. 2018b ), such that all results can be reproduced by the reader.
We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models. We perform our simulations with the SABCEMM (Simulator for Agent-Based Computational Economic Market Models) tool recently introduced by the authors (Trimborn et al. 2019). Furthermore, we present novel ABCEM models created by recombining existing models and study them with respect to stylized facts as well. This can be efficiently performed by the SABCEMM tool thanks to its object-oriented software design. The code is available on GitHub (Trimborn et al. 2018 ), such that all results can be reproduced by the reader.
R
2018a). The SABCEMM simulator is implemented in C++ and is well suited for large scale computations. Thanks to its object-oriented software design, the SABCEMM tool enables the creation of new models by plugging together novel and existing agent and market designs as easily as plugging together pieces of a puzzle. We present new
2019). Furthermore, we present novel
A
This can be efficiently performed by the SABCEMM tool thanks to its object-oriented software design.
R
2018b
2018