I am interested in application of abm to dynamic network modeling for applications to social psychology

I am interested in using agent-based model to understand the behavior of financial markets

Exhaustible natural resources
Fishery resources
Network game theory models
Agent-based models

complex network and electronic commerce

GIS, Agent-based modeling, social network analysis

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.

I have a particular interest in the way in which social network structure influences dynamic processes operating over the netowrk, such as adoption of behaviour or spread of disease. More generally, I am interested in using complex systems methods to understand social phenomena.

Direction of the Vector-Borne Disease Network (www.vecnet.org), an international research consortium developing modeling tools that support the development of new strategies to eliminate malaria.

My research focuses pn the intersection between game theory, social networks, and multi-agent simulations. The objectives of this scientific endeavor are to inform policy makers, generate new technological applications, and bring new insight into human and non-human social behavior. My research focus is on the transformation of cultural conventions, such as signaling and lexical forms, and on many cell models models of stem cell derived clonal colony.

Because the models I analyze are formally defined using game theory and network theory, I am able to approach them with different methods that range from stochastic process analysis to multi-agent simulations.

My main research interests are the theoretical and experimental analysis of the dynamics of social networks, in relation to problems of cooperation and conflict.