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0.3 White Shark
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@sbenthall sbenthall released this 18 Aug 16:04
· 203 commits to master since this release
0.3
6774250

This release updates SHARKFin to a state where is can reproduce the original pilot whitepaper results, using the AMMPS market ABM instead of the Paddrik NetLogo model.

Some significant changes include:

  • A new AgentPopulation class that enables parameterization of populations by distributions over ex ante heterogeneous parameters, as well as interpolated solutions over continuously varying beliefs.
  • An exogenous dividend process that is sampled by the Market class, passed through to the financial ABM, and factored into estimations of market rates of return
  • Generic simulation execution scripts that take the kind of simulation to be executed as a command line argument

Issues addressed in this release:
https://github.com/sbenthall/SHARKFin/milestone/4?closed=1

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