Displaying 10 of 226 results for "Rolf Anker Ims" clear search
In this paper, we explore the dynamic of stock prices over time by developing an agent-based market. The developed artificial market comprises of heterogeneous agents occupied with various behaviors and trading strategies. To be specific, the agents in the market may expose to overconfidence, conservatism or loss aversion biases. Additionally, they may employ fundamental, technical, adaptive (neural network) strategies or simply being arbitrary agents (zero intelligence agents). The market has property of direct interaction. The environment takes the form of network structure, namely, it takes the manifestation of scale-free network. The information will flow between the agents through the linkages that connect them. Furthermore, the tax imposed by the regulator is investigated. The model is subjected to goodness of fit to the empirical observations of the S\&P500. The fitting of the model is refined by calibrating the model parameters through heuristic approach, particularly, scatter search. Conclusively, the parameters are validated against normality, absence of correlations, volatility cluster and leverage effect using statistical tests.
Ifigeneia Koutiva (female) is a senior environmental engineer, holding a PhD in Civil Engineering (NTUA), a Postgrad Diploma in Water Resources and Environmental Management (Un. of Belgrade - e-learning), an MSc in Environmental Technology (Imperial College London) and an MSc in Mining and Metallurgy Engineering (NTUA). Her PhD was funded by the Greek Ministry of Education through Heracleitous II scholarship. She is currently a postdoctoral scholar of the State Scholarship Foundation (IKY) for 2020 - 2021. She has 10 years of experience in various EU funded research projects, both as a researcher and as a project manager, in the fields of socio-technical simulation, urban water modelling, modelling and assessment of alternative water technologies, artificial intelligence, social quantitative research, KPI and water indicators development and assessment and analysis of large data sets. She is very competent with programming for creating ICT tools for agent based modelling and data analysis tools and she is an experienced user of spatial analysis software and tools. She is also actively involved in the design and implementation of numerous consultation workshops and conferences. She has authored more than 20 scientific journal articles, conferences articles and research reports.
My research interests lay within the interface of social, water and modelling sciences. I have created tools that explore the effects of water demand management policies in domestic urban water demand behaviour and the effects of civil decision making in flood risk management. I am interested in agent based modelling, artificial intelligence techniques, the creation of ABM tools for civil society, Circular Economy, distributed water technologies and overall urban water management.
Muaz is a Senior Member of the IEEE and has more than 15 years of professional, teaching and research experience. Muaz has been working on Communication Systems and Networks since 1995. His BS project in 1995 was on the development of a Cordless Local Area Network. In 1996, his postgraduate project was on Wireless Connectivity of devices to Computers. In addition to his expertise as an Communications engineer, his areas of research interest are in the development of agent-based and complex network-based models of Complex Adaptive Systems. He has worked on diverse case studies ranging from Complex Communication Networks, Biological Networks, Social Networks, Ecological system modeling, Research and Scientometric modeling and simulation etc. He has also worked on designing and developing embedded systems, distributed computing, multiagent and service-oriented architectures.
Yiyu Wang is a PhD student in Center for Spatial Analysis and Policy (CSAP), at University of Leeds. Currently her research interests are the forward-looking simulation model of pedestrian evacuating behaviours especially in emergency situations incorporating Bayesian game theory within multi-agent systems, and their interactions with other social factors.
My experience is diverse, with research in spatial analyses and GIS, ecosystem modeling, landscape ecology, database management, biogeographical relationships of birds and plants, species/habitat relationships, wildlife and pastoral livestock mobility, spectroscopy, cluster analysis, and telemetry techniques. Research projects are ongoing in Colorado, the contiguous US, Kenya, Mali, and Tibet.
Annie Waldherr is a postdoctoral researcher at the Free University of Berlin, Institute for Media and Communication Studies. In 2012, she received her PhD for her dissertation on the dynamics of media attention. Her research interests include modeling public spheres, political online communication as well as science and technology discourses.
Dr. Lilian Alessa, University of Idaho President’s Professor of Resilient Landscapes in the Landscape Architecture program, is also Co-Director of the University of Idaho Center for Resilient Communities. She conducts extensive research on human adaptation to environmental change through resilient design at landscape scales. Much of her work is funded by the National Science Foundation, including projects awarded the Arctic Observing Network, Intersections of Food, Energy and Water Systems (INFEWS) and the Dynamics of Coupled Natural Human Systems programs. Canadian-born and raised, Alessa received her degrees from the University of British Columbia. She also uses her expertise in social-ecological and technological systems science to develop ways to improve domestic resource security for community well-being, particularly through the incorporation of place-based knowledge. Her work through the Department of Homeland Security’s Center of Excellence, the Arctic Domain Awareness Center, involves developing social-technological methods to monitor and respond to critical environmental changes. Lil is a member of the National Science Foundation’s Advisory Committee for Environmental Research and Education and is on the Science, Technology and Education Advisory Committee for the National Ecological Observing Network (NEON). Professor Alessa also teaches a university landscape architecture capstone course: Resilient Landscapes with Professor Andrew Kliskey. Professor Alessa’s collaborative grant activity with Professor Andrew Kliskey, since coming to the university in 2013, exceeds 7 million USD to date. She has authored over a 100 publications and reports and has led the development of 2 federal climate resilience toolbox assessments, the Arctic Water Resources Vulnerability Index (AWRVI) and the Arctic Adaptation Exchange Portal (AAEP).
Mazaher Kianpour is a PhD candidate at NTNU. He holds a Bachelor’s degree in Computer Engineering (Software) from the Payame Noor University. He obtained his Master’s degree in Architecture of Computer Systems from Shahid Beheshti University, Tehran, Iran. He started his PhD in Information Security at NTNU in May 2018. His PhD research lies at the intersection of economics and information security with a socio-technical perspective. He has several years of work experience at Tehran University of Medical Sciences, and his professional training includes Computer Networks, Cybersecurity and Risk Management.
My main research interest is modelling of information security, business operations and deterrents in complex ICT ecosystem. I will in particular focus on the complex interaction between various stakeholders and actors in the information security business domain. In order to model and better understand the information security ecosystem, I rely on agent-based simulation and quantitative modelling techniques such as stochastic modelling, discrete event simulations and game theory. Of particular interest is to gain increased understanding on how various security threats and measures influence business operations in the digital ecosystem.
Corinna is a lecturer in the Department of Sociology. She joined the Centre for Research in Social Simulation at the in August 2008 as a Research Fellow. Her academic background is in Philosophy (LSE, BSc MSc) and Computer Science (KCL,PhD), where her PhD Instinct for Detection developed a logic for abductive reasoning.
Currently Corinna is the PI on an AHRC Research Grant on collective reasoning in agent-based modelling, titled Collective Reasoning as a Moral Point of View. Her research interests are decision mechanisms, in particular collective decision-making, context dependency of decisions and methodological and epistemological aspects of agent-based modelling and social simulation. She has applied collective decision making to the analysis to the weakening of the Mafia in Southern Italy within the GLODERS project and published a book Modelling Norms, co-authored with Nigel Gilbert, providing a systematic analysis of the contribution of agent-based modelling to the study of social norms and deviant behaviour. Recently Corinna has been developing a teaching stream within CRESS with a periodically running short course Agent-based Modelling for the Social Scientist and the MSc Social Science and Complexity.
I received my BSc, MSc, and PhD from the University of Nottingham. My PhD focuses on the Agent-Based Modelling and Simulation (ABMS) of Public Goods Game (PGG) in Economics. In my thesis, a development framework was developed using software-engineering methods to provide a structured approach to the development process of agent-based social simulations. Also as a case study, the framework was used to design and implement a simulation of PGG in the continuous-time setting which is rarely considered in Economics.
In 2017, I joined international, inter-disciplinary project CASCADE (Calibrated Agent Simulations for Combined Analysis of Drinking Etiologies) to further pursue my research interest in strategic modelling and simulation of human-centred complex systems. CASCADE, funded by the US National Institutes of Health (NIH), aims to develop agent-based models and systems-based models of the UK and US populations for the sequential and linked purposes of testing theories of alcohol use behaviors, predicting population alcohol use patterns, predicting population-level alcohol outcomes and evaluating the impacts of policy interventions on alcohol use patterns and harmful outcomes.
Displaying 10 of 226 results for "Rolf Anker Ims" clear search