Re: Multi-Agent System for a Stock Market

[Pietro Terna]

Hi, where do you found this paper? In the last few days the mailing list
seems to be 'stalled' (for both my italian address).

Thanks, Pietro


At 19.03 08/10/97 +0100, you wrote:
>Hello,
>
>After reading the piece about "Price Variations in a Stock Market with Many
>Agents" from P.Bak, M.Paczuski, and M.Shubik I found out that I'm dealing
>with the same type of problem.
>At this moment I'm working on a project using a Multi-Agent System for the
>hudge bank the ABN AMRO (Amsterdam) to support my education "Information
>Technology on the University of Technology (Eindhoven).
>I would be very pleased if you could send me an (little) example of
>information types and knowledge bases that are used by agents dealing with
>this kind of problem.
>
>Greetings from Roel van Velzen, Holland
>PS: If you respond to this mail, please send it to address@hidden
>
>University of Technology
>
>
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   Swarm-Modelling is for discussion of Simulation and Modelling techniques
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   please send a message to <address@hidden> with "help" in the
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