Community

Joshua Watts Member since: Wednesday, October 22, 2014 Full Member Reviewer

T Liu Member since: Friday, April 04, 2014

T. Dong Member since: Friday, April 13, 2018 Full Member

T Gok Member since: Tuesday, October 04, 2016

T O'Shea Member since: Monday, November 20, 2017

BSc. Physical Geography, MSc. Geophysical Hazards, PGCE Secondary Education [Physics]

Ph.D. Hydrodynamics & Complex System Analysis

Talal Alsulaiman Member since: Friday, February 27, 2015

Bachelor of Science in Systems Engineering, Master of Science in Industrial Engineering, Master of Science in Financial Engineering

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.

Thomas Tirone Member since: Tuesday, August 25, 2015

BSME, Massachusetts Institute of Technology, MBA, University of Illinois

Research into the awareness and understanding of the general population regarding the work of St. Jude. Research into the behavior of donors to St. Jude.

David Earnest Member since: Saturday, March 13, 2010 Full Member Reviewer

Ph.D. in political science (2004), M.A. in security policy studies (1994)

Two themes unite my research: a commitment to methodological creativity and innovation as expressed in my work with computational social sciences, and an interest in the political economy of “globalization,” particularly its implications for the ontological claims of international relations theory.

I have demonstrated how the methods of computational social sciences can model bargaining and social choice problems for which traditional game theory has found only indeterminate and multiple equilibria. My June 2008 article in International Studies Quarterly (“Coordination in Large Numbers,” vol. 52, no. 2) illustrates that, contrary to the expectation of collective action theory, large groups may enjoy informational advantages that allow players with incomplete information to solve difficult three-choice coordination games. I extend this analysis in my 2009 paper at the International Studies Association annual convention, in which I apply ideas from evolutionary game theory to model learning processes among players faced with coordination and commitment problems. Currently I am extending this research to include social network theory as a means of modeling explicitly the patterns of interaction in large-n (i.e. greater than two) player coordination and cooperation games. I argue in my paper at the 2009 American Political Science Association annual convention that computational social science—the synthesis of agent-based modeling, social network analysis and evolutionary game theory—empowers scholars to analyze a broad range of previously indeterminate bargaining problems. I also argue this synthesis gives researchers purchase on two of the central debates in international political economy scholarship. By modeling explicitly processes of preference formation, computational social science moves beyond the rational actor model and endogenizes the processes of learning that constructivists have identified as essential to understanding change in the international system. This focus on the micro foundations of international political economy in turn allows researchers to understand how social structural features emerge and constrain actor choices. Computational social science thus allows IPE to formalize and generalize our understandings of mutual constitution and systemic change, an observation that explains the paradoxical interest of constructivists like Ian Lustick and Matthew Hoffmann in the formal methods of computational social science. Currently I am writing a manuscript that develops these ideas and applies them to several challenges of globalization: developing institutions to manage common pool resources; reforming capital adequacy standards for banks; and understanding cascading failures in global networks.

While computational social science increasingly informs my research, I have also contributed to debates about the epistemological claims of computational social science. My chapter with James N. Rosenau in Complexity in World Politics (ed. by Neil E. Harrison, SUNY Press 2006) argues that agent-based modeling suffers from underdeveloped and hidden epistemological and ontological commitments. On a more light-hearted note, my article in PS: Political Science and Politics (“Clocks, Not Dartboards,” vol. 39, no. 3, July 2006) discusses problems with pseudo-random number generators and illustrates how they can surprise unsuspecting teachers and researchers.

Arika Ligmann-Zielinska Member since: Tuesday, April 08, 2008 Full Member Reviewer

PhD

I am a spatial (GIS) agent-based modeler i.e. modeler that simulates the impact of various individual decisions on the environment. My work is mainly methodological i.e. I develop tools that make agent-based modeling (ABM) easier to do. I especially focus on developing tools that allow for evaluating various uncertainties in ABM. One of these uncertainties are the ways of quantifying agent decisions (i.e. the algorithmic representation of agent decision rules) for example to address the question of “How do the agents decide whether to grow crops or rather put land to fallow?”. One of the methods I developed focuses on representing residential developers’ risk perception for example to answer the question: “to what extent is the developer risk-taking and would be willing to build new houses targeted at high-income families (small market but big return on investment)?”. Other ABM uncertainties that I evaluate are various spatial inputs (e.g. different representations of soil erosion, different maps of environmental benefits from land conservation) and various demographics (i.e. are retired farmers more willing to put land to conservation?). The tools I develop are mostly used in (spatial) sensitivity analysis of ABM (quantitative, qualitative, and visual).

Omar Guerrero Member since: Friday, January 30, 2015

PhD

My interests lie in the intersection of economics, networks, and computation. I am currently studying labour dynamics as a process where people flow throughout the economy by moving from one firm to another. I study these flows by looking at detailed data about employment histories of each individual and every firm in entire economies. Using this information, I construct networks of firms in order to map the roads that people take throughout their careers. This allows to study labour markets at an unprecedented fine-grained level of detail. I employ agent-based computing methods to understand how economic shocks and policies alter labour flows, which eventually translate into unemployment and other related problems.

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