Helstab, PaulMosler, ChristofKaiser, DanielMarkus Böhm, Jürgen Wunderlich2024-10-012024-10-012024978-3-88579-801-9https://dl.gi.de/handle/20.500.12116/44652The evolving landscape of financial markets demands the integration of advanced technologies and quantamental paradigms like market simulations and artificial intelligence. This study explores the use of agent-based interactive discrete event trading simulations to analyze financial market scenarios and detect anomalies. The research involves various market fees and synthetic competition between exchanges, utilizing an inter-market spread arbitrage machine for price stability. This approach enables the observation of anomalies related to spreads, execution speed, traded volumes, liquidity, order execution probability, and agent decision-making influence. This study could serve as a valuable tool for financial institutions and regulatory authorities in strategic decision-making concerning financial market challenges.enautonomous agentssimulationsfinancial marketsDEMASText/Conference Paper10.18420/AKWI2024-0131617-5468