Monetary Economics Simulation: Stock-Flow Consistent Invariance, Monadic Style

Simulation d'économies monétaires : invariance de la consistance des stocks et des flux dans un style monadique

Pierre Boudes (1) , Antoine Kaszczyc (1) , Luc Pellissier (1)

1 LIPN - Laboratoire d'Informatique de Paris-Nord

An agent-based simulation of a monetary economy as a whole should be stock-flow consistent [7]. We aim at providing a compile-time verification of the preservation of this invariant by the computation. We guarantee this invariant by wrapping the accounting operations in a monad. Our objective is to increase the confidence in the SFCness of an existing complex simulation with a minimal refactoring of code.

Mots clés: Strong Type Discipline; Monads; Static Typing; Stock-Flow Consistency; Agent-based simulation; Functional Programming

Domaines: Système multi-agents [cs.MA]; Logique en informatique [cs.LO]; Ordinateur et société [cs.CY]; Finance quantitative [q-fin.CP]

Pierre Boudes, Antoine Kaszczyc, Luc Pellissier. Monetary Economics Simulation: Stock-Flow Consistent Invariance, Monadic Style. 11th Artificial Economics Conference, Faculdade de Economia do Porto, Sep 2015, Porto, Portugal. ⟨hal-01181278⟩