Simulation of past hominins in a realistic setting
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.
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
Modeling, companion modeling, role playing games, serious games, multi-agent systems, agent-oriented simulation, complex systems, water management, artificial intelligence
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.
Behavioural aspects of environmental problems: Use of evolutionary approaches to investigate how people react to environmental policy.
Climate-economic Models: Understand how economic agents think and decide about climate change and climate protection
Poverty and sustainability
Agent Based Modelling
Southeast Asian economies