Community

Fulco Scherjon Member since: Thursday, November 10, 2016

MSc Computer Science, Ma Archaeology

Simulation of past hominins in a realistic setting

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.

Rocco Paolillo Member since: Monday, September 24, 2018 Full Member

BIGSSS-Departs PhD Fellow
Bremen International Graduate School of Social Sciences / Jacobs University (Germany)
PhD project: Residential Segregation and Intergenerational Immigrant Integration: A Schelling-Esser Model

Italian PhD fellow, fond of social complexity and agent-based modeling, applied to residential segregation and integration processes

Research Interests: Agent-based modeling, migrant integration, residential segregation

Mamadou Diallo Member since: Monday, November 23, 2015 Full Member Reviewer

PhD Student, IT design engineer

Modeling, companion modeling, role playing games, serious games, multi-agent systems, agent-oriented simulation, complex systems, water management, artificial intelligence

Cinzia Tegoni Member since: Wednesday, October 29, 2014 Full Member Reviewer

Water scarcity generated by climate change and mismanagement, affects individual at microlevel and the society and the system at a more general level. The research focuses on irrigation system and their robustness and adaptation capacity to uncertainty. In particular it investigates the evolution of farmers interactions and the effectiveness of policies by means of dynamic game theory and incorporate the results into an Agent Based Model to explore farmers emergent behaviors and the role of an agency in defining policies. Early knowledge of individual decision makers could help the agency to design more acceptable solutions.

Sylvie Geisendorf Member since: Friday, October 06, 2017

Dr., Prof.

Topics:

Behavioural aspects of environmental problems: Use of evolutionary approaches to investigate how people react to environmental policy.
Resource scarcity
Climate-economic Models: Understand how economic agents think and decide about climate change and climate protection
Sustainable Development

Methods:

Agent-Based-Modeling
Genetic algorithms
Evolutionary economics
Behavioural economics
Ecological economics
Complexity Theory

Andrea Chareunsy Member since: Monday, January 22, 2018

PhD (Economics)

Poverty and sustainability
Development economics
Ecological economics
Agent Based Modelling
Southeast Asian economies

Meike Will Member since: Thursday, June 11, 2020

  • since 03/2017: PhD Student at the Department of Ecological Modelling, PhD Topic: “Effects of microinsurance on informal safety nets and on strategies for natural resource use – a model-based analysis” (SEEMI-Project in collaboration with the Junior Research Group POLISES)
  • 10/2014 - 02/2017 Master of Science in Physics, Leipzig University
  • 10/2011 - 12/2014 Bachelor of Science in Physics, Leipzig University
  • Agent-based modelling of social-ecological systems
  • Coupling of agent-based modelling and social network analysis
  • Effects of microinsurance on informal risk-sharing arrangements and on land-use strategies
  • Representation of human decision-making in agent-based models

Mauro Eidi Assano Member since: Monday, November 05, 2012

Msc Computer Science, MBA

Distributed computing modeling, multi-agent computing models, economic and financial models, healthcare chronic disease models

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.