marketsimulation's Issues
Finish list of fixed parameters
Find pars that make slow but stable market
Refactor code for graph styling such that each graph can use different colormaps
Make new function for scatter plot of labelled data
d4: Run ga with slow sc and fast mm, and vary nagents
Graph showing fitness of best ever individual as a function of generation
Change GA such that invalid genes generated by mutation are mutated until they are valid
Modify plotting functions so that they take the name of a dataset as input
Reduce dimensionality of fitness for dataset 1 and visualize
Code function for reading data and outputting graph for all graph issues
Make general function for making scatter plot with dots coloured by groups
Save settings.py with the dataset whenever a new simulation is started.
Figure out how to let figures exceed the text margin a bit
Use outlier detection on dataset 2
make library function for pickling generations data
Cluster par space with Kmeans and calc fit stats for each cluster
Make loader for pickled generation data that returns dataframe without generations column
d6: Run ga with varied ssmm minspread
d5: Run experiment with fast chartists and slow mm, very nagents
graph for realistic and unrealistic behavior
Write about HFT market maker
Make it so that each evaluation of the same parameter set is saved in the gene pool data.
Basic scatter plots for dataset 1
Make graph for random walk of fundamental and shock of fundamental
Refactor all plotting code to use library function for PCA
Make graph for market model
d2: Run ga while varying all lat pars and nagents
Make overview of experiments
Which parameters are kept fixed, and why.
Write about slow trader
Normalize data before applying PCA
Try affinity propagation clustering on dataset 1
Prettify graphs for traded prices.
Make imshow plot for pars and fit
Refactor all library functions to receive and return pandas dataframes when passing data
Finish section on genetic algorithm
pickle SVM object for d2
Implement impulse and ramp experiments and create external parameter for controlling the type
Make HFT chartists and market makers have individual latency parameters
Check that averaging over several simulations still works
Prints out the attribute names of components in PCA whenever a plot to make PCA is called
Calculate statistics for parameters for each cluster found by k-means (or other clustering algs)
Fix bug in function for round_stable fitness
see data in /Users/halfdan/Dropbox/Waseda/Research/MarketSimulation/data/for_testing/unstable
Use kernel PCA to visualize parameters
Write about scaling of genes into pars
Make scatter plot PCA-dimreduced pars with kmean-labels as point colors
Prepare shizouka for running ga
Write about HFT chartist
Reduce number of data in dataset1 before using affinity propagation.
Write about fitness measures
Also make figure which illustrates the fitness measures on different simulation outcomes. The point is to show that the measures are stable.
Collect references for fitness definitions
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