Ph.D. Hydrodynamics & Complex System Analysis
As publically funded science has become increasingly complex, the policy and management literature has begun to focus more attention on how science is structured and organized. My research interests reside at the nexus of science and technology policy, organizational theory, and complexity theory—I am interested in how the management and organization of S&T research influences the implementation of policies and the emergence of organizational strategies and innovation. Although my research involves the use of multiple qualitative and quantitative methods, I rely heavily on agent based modeling and system dynamics approaches in addressing my research questions.
Dissertation: Narrative Generation for Agent-Based Models
Abstract: This dissertation proposes a four-level framework for thinking about having agent-based models (ABM) generate narrative describing their behavior, and then provides examples of models that generate narrative at each of those levels. In addition, “interesting” agents are identified in order to direct the attention of researchers to the narratives most likely to be worth spending their time reviewing. The focus is on developing techniques for generating narrative based on agent actions and behavior, on techniques for generating narrative describing aggregate model behavior, and on techniques for identifying “interesting” agents. Examples of each of these techniques are provided in two different ABMs, Zero-Intelligence Traders (Gode & Sunder, 1993, 1997) and Sugarscape (Epstein & Axtell, 1996).
I am working on agent-based modeling, and more precisely on the development of tools to help people (in particular non computer scientists) to develop their own models. I am one of the main developer of the GAMA platform.
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.
The big picture question driving my research is how do complex systems of interactions among individuals / agents result in emergent properties and how do those emergent properties feedback to affect individual / agent decisions. I have explored this big picture question in a number of different contexts including the evolution of cooperation, suburban sprawl, traffic patterns, financial systems, land-use and land-change in urban systems, and most recently social media. For all of these explorations, I employ the tools of complex systems, most importantly agent-based modeling.
My current research focus is on understanding the dynamics of social media, examining how concepts like information, authority, influence and trust diffuse in these new media formats. This allows us to ask questions such as who do users trust to provide them with the information that they want? Which entities have the greatest influence on social media users? How do fads and fashions arise in social media? What happens when time is critical to the diffusion process such as an in a natural disaster? I have employed agent-based modeling, machine learning, geographic information systems, and network analysis to understand and start to answer these questions.