Simulation of financial markets with agent-based model : analyzing market behaviors by the third mode of science.

Part I U-Mart System: The first test bed of the Third Mode of Science
1. A Guided Tour of the Backside of Agent-Based Simulation
2. Research on ABS and Artificial Market
3. Building Artificial Markets for Evaluating Market Institutions and Trading Strategies
4. A Perspective on the Future of the Smallest Big Project in the World
Part II Applications of Artificial Markets
5. Evolution of Day Trade Agent Strategy by means of Genetic Programming with Machine Learning
6. How to Estimate Market Maker Models in an Artificial Market
7. The Effect of Resilience in Optimal Execution with Artificial Market Approach
8. Observation of Trading Process, Exchange, and Market
Index.