Community

Robert Axtell Member since: Thursday, July 14, 2016

Ph.D.

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

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.

Kenneth Aiello Member since: Thursday, January 23, 2020 Full Member

Ph.D., Biology and Society, Arizona State University, B.S., Sociology, Arizona State University,, B.S., Biology, Arizona State University

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.

Adrian Groza Member since: Monday, April 29, 2013

Phd in Computer Science

Flexible agent communication
Argumentation in multi-agent systems
Knowledge representation and reasoning
Ontologies for agents
Mediation and Dispute Resolution

Uzair Ahmad Member since: Thursday, February 26, 2015

PhD, MIT

Complex Adaptive Systems, Data Analytics and Visualization

S Gym Member since: Wednesday, March 09, 2016

Compuer Engineer, Master in Computer Science Student

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.

Julia Kasmire Member since: Wednesday, May 09, 2012 Full Member

MSc in Evolution of Language and Cognition, BA in Linguistics

About me
Name: Dr. Julia Kasmire
Position: Post-doctoral Research Fellow
Where: UK Data Services and Cathie Marsh Institute at the University of Manchester.
Short Bio
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).
Additional Resources
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

Arend Ligtenberg Member since: Thursday, April 09, 2015

PhD

Agent Based Modelling for spatial systems

Rikard Roitto Member since: Tuesday, July 23, 2013

PhD in Religious Studies

Historical studies of Early Christianity. Simulations of social agents aids my interpretation of history.

This website uses cookies and Google Analytics to help us track user engagement and improve our site. If you'd like to know more information about what data we collect and why, please see our data privacy policy. If you continue to use this site, you consent to our use of cookies.