An agent-oriented, blockchain-based design of the interbank money market trading system
| Autor: | Morteza Alaeddini, Julie Dugdale, Önder Gürcan, Philippe Madiès, Paul J. Reaidy |
|---|---|
| Přispěvatelé: | Amirkabir University of Technology (AUT), Université Grenoble Alpes (UGA), Centre d'études et de recherches appliquées à la gestion (CERAG), Human Aware Artificial Intelligence (HAwAI ), Laboratoire d'Informatique de Grenoble (LIG), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Département Ingénierie Logiciels et Systèmes (DILS), Laboratoire d'Intégration des Systèmes et des Technologies (LIST (CEA)), Direction de Recherche Technologique (CEA) (DRT (CEA)), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Direction de Recherche Technologique (CEA) (DRT (CEA)), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Université Paris-Saclay, Laboratoire d'Intégration des Systèmes et des Technologies (LIST), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA) |
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
Money market
050208 finance Blockchain Smart Contract Smart contract [INFO.INFO-GT]Computer Science [cs]/Computer Science and Game Theory [cs.GT] Computer science 05 social sciences Belief-Desire-Intention (BDI) Agent-Oriented Software Engineering (AOSE) [SHS.ECO]Humanities and Social Sciences/Economics and Finance [INFO.INFO-MO]Computer Science [cs]/Modeling and Simulation Field (computer science) Supply and demand Market liquidity [INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI] Interbank Money Market (IMM) [INFO.INFO-LG]Computer Science [cs]/Machine Learning [cs.LG] [INFO.INFO-MA]Computer Science [cs]/Multiagent Systems [cs.MA] 0502 economics and business 050207 economics Industrial organization Abstraction (linguistics) |
| Zdroj: | Agents and Multi-Agent Systems: Technologies and Applications 2021 Agents and Multi-Agent Systems: Technologies and Applications 2021, 241, Springer Singapore, pp.3-16, 2021, Smart Innovation, Systems and Technologies, ⟨10.1007/978-981-16-2994-5_1⟩ Agents and Multi-Agent Systems: Technologies and Applications 2021 ISBN: 9789811629938 KES-AMSTA |
| Popis: | International audience; When studying the interbank money market (IMM), it is common to model banks as agents interacting through loans to tackle its complexity. However, the use of agent abstraction in the IMM is mostly limited to some specific cases. Besides, recent advancements show that it is promising to use blockchain technology to improve its security in a decentralized way. Based on this observation, this paper proposes an agent-oriented, blockchain-based design of the IMM trading systems, where the main objective is to decide on the times and methods of liquidity supply and demand by various market players based on what has been learned from the information available. The models in this paper are suitable for use by both academics and practitioners in this field. |
| Databáze: | OpenAIRE |
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