Agent-based computing in economics and finance
Large-scale agent-based models
Agent models calibrated by micro-data
Complex adaptive systems
Mathematical analysis of agent systems
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.
Kenneth D. Aiello is a postdoctoral research scholar with the Global BioSocial Complexity Initiative at ASU. Kenneth’s research contributes to cross disciplinary conversations on how historical developments in biological, social, and cultural knowledge systems are governed by processes that transform the structure, dynamics, and function of complex systems. Applying computational historical analysis and epistemology to question what scientific knowledge is and how we can analyze changes in knowledge, he uses text analysis, social network analysis, and machine learning to measure similarities and differences between the knowledge claims of individual agents and groups. His work builds on how to assess contested knowledge claims and measure the evolution of knowledge across complex systems and multiple dimensions of scale. This approach also engages in dynamic new debates about global and local structures of knowledge shaped by technological innovation within microbiology related to public policy, shrinking resources given to biomedical ideas as opposed to “translation”, and the ethics of scientific discovery. Using interdisciplinary methods for understanding historical content and context rich narratives contributes to understanding new domains and major transitions in science and provides a richer understanding of how knowledge emerges.
Flexible agent communication
Argumentation in multi-agent systems
Knowledge representation and reasoning
Ontologies for agents
Mediation and Dispute Resolution
Complex Adaptive Systems, Data Analytics and Visualization
I have been involved in agent-based modelling since the early nineties with a consistent attention to methdological improvement, institutional development and empirical issues. My mission is that ABM should be a routinely accepted research method (with a robust methodology) across the social sciences. To this end I have built diverse models and participated in research projects across economics, law, medicine, psychology, anthropology and sociology. I took a DPhil in economics on adaptive firm behaviour and then was involved in two research projects on money management and farmer decision making. Since 2006 I have worked at the Department of Sociology (now the School of Media, Communication and Sociology) at the University of Leicester. I was involved in the founding of JASSS and (more recently RofASSS https://rofasss.org) and have regularly served on the review panels for international conferences in the ABM community.
Decision making, research design and research methods, social networks, innovation diffusion, secondhand markets.
This paper investigates how collective action is affected when the interaction is driven by the underlying hierarchical structure of an organization, e.g., a company. The performance of collection action is measured as the rate of contribution to a public good, e.g., an organization’s objective.
Name: Dr. Julia Kasmire
Position: Post-doctoral Research Fellow
Where: UK Data Services and Cathie Marsh Institute at the University of Manchester.
2004 - BA in Linguistics from the University of California in Santa Cruz, including college honours, departmental honours and one year of study at the University of Barcelona.
2008 - MSc in the Evolution of Language and Cognition from the University of Edinburgh, with a thesis on the effects of various common simulated population features used when modelling language learning agents.
2015 - PhD from Faculty of Technology, Policy and Management at the Delft University of Technology under the supervision of Prof. dr. ig. Margot Wijnen, Prof. dr. ig. Gerard P.J. Dijkema, and Dr. ig. Igor Nikolic. My PhD thesis and propositions can be found online, as are my publications and PhD research projects (most of which addressed how to study transitions to sustainability in the Dutch horticultural sector from a computational social science and complex adaptive systems perspective).
Many of the NetLogo models I that built or used can be found here on my CoMSES/OpenABM pages.
My ResearchGate profile and my Academia.org profile provide additional context and outputs of my work, including some data sets, analytical resources and research skills endorsements.
My LinkedIn profile contains additional insights into my education and experience as well as skills and knowledge endorsements.
I try to use Twitter to share what is happening with my research and to keep abreast of interesting discussions on complexity, chaos, artificial intelligence, evolution and some other research topics of interest.
You can find my SCOPUS profile and my ORCID profile as well.
Complex adaptive systems, sustainability, evolution, computational social science, data science, empirical computer science, industrial regeneration, artificial intelligence