Displaying 10 of 491 results for "Bin-Tzong Chi" 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.
Archaeologist from Brazil, working with shellmound population dynamics in agent-based modelling.
Interested in how technology innovation impacts people’s lives.
Researcher in sustainable production and consumption, the service economy, energy markets, and electricity balancing mechanisms.
Volker Grimm currently works at the Department of Ecological Modelling, Helmholtz-Zentrum für Umweltforschung. Volker does research in ecology and biodiversity research.
How to model it: Ecological models, in particular simulation models, often seem to be formulated ad hoc and only poorly analysed. I am therefore interested in strategies and methods for making ecological modelling more coherent and efficient. The ultimate aim is to develop preditive models that provide mechanstic understanding of ecological systems and that are transparent and structurally realistic enough to support environmental decision making.
Pattern-oriented modelling: This is a general strategy of using multiple patterns observed in real systems as multiple criteria for chosing model structure, selecting among alternative submodels, and inversely determining entire sets of unknown model parameters.
Individual-based and agent-based modelling: For many, if not most, ecological questions individual-level aspects can be decisive for explaining system-level behavior. IBM/ABMs allow to represent individual heterogeneity, local interactions, and/or adaptive behaviour
Ecological theory and concepts: I am particularly interested in exploring stability properties like resilience and persistence.
Modelling for ecological applications: Pattern-oriented modelling allows to develop structurally realistic models, which can be used to support decision making and the management of biodiversity and natural resources. Currently, I am involved in the EU project CREAM, where a suite of population models is developed for pesticide risk assessment.
Standards for model communication and formulation: In 2006, we published a general protocol for describing individual- and agent-based models, called the ODD protocol (Overview, Design concepts, details). ODD turned out to be more useful (and needed) than we expected.
I use agent-based systems, stochastic process, mass balance models and computational statistics in exploring human exposure assessment.
Furkan Gürsoy received the BS in Management Information Systems from Boğaziçi University, Turkey, and the MS in Data Science from İstanbul Şehir University, Turkey. He is currently a PhD Candidate at Boğaziçi University. He previously worked as an IS/IT Consultant and a Machine Learning Engineer with the industry for several years. He held a Visiting Researcher Position with IMT Atlantique, France, in 2020. His research interests include complex networks, machine learning, simulation, and broad data science.
network science, machine learning, simulation, data science.
Andrew J. Collins, Ph.D., is an associate professor at Old Dominion University in the Department of Engineering Management and Systems Engineering. He has a Ph.D. in Operations Research from the University of Southampton, and his undergraduate degree in Mathematics was from the University of Oxford. He has published over 80 peer-review articles. He has been the Principal Investigator on projects funded to the amount of approximately $5 million. Dr. Collins has developed several research simulations including an award-winning investigation into the foreclosure contagion that incorporated social networks.
Agent-based Modeling
Agent-based simulation
Cooperative Game Theory
Behavior modeling
I am a modeler scientist at CIRAD. As member of the Green Research Unit, I contribute to promote the Companion Modeling approach (http://www.commod.org). Through the development of CORMAS, a Framework for Agent-Based Models (http://cormas.cirad.fr), I have been focusing on the development and the use of multi-agent simulations for renewable resource management issues. I have been based several years in Brazil, at the University of Brasilia and at the PUC-Rio University, until 2014. I developed models related to environmental management, such as breeding adaptation to drought in the Uruguay or as breeding and deforestation in the Amazon. I am currently based in Costa Rica, firstly at the University of Costa Rica working on adaptation of agriculture and livestock to Climate Changes, and now at CATIE, working on coffe rust.
Participatory modeling, including collective design of model and interactive simulation
Displaying 10 of 491 results for "Bin-Tzong Chi" clear search