Community

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

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.

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.

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.

kianercy Member since: Wednesday, January 04, 2012

Msc. Mechanical Eng., Msc. Chemical Eng.

Adapting Agents on Evolving Networks: An evolutionary game theory approach

Rodolphe Buda Member since: Monday, February 04, 2013

Doctor in Economic Science

Main Research Topics :
1) Agent-based Modeling (Communication between agents)
2) Economic and Econometric Algorithms and Software Development
3) Optimal International Trade Configuration

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

Carole Adam Member since: Friday, February 03, 2017

PhD in Artificial Intelligence

Improving agent models and architectures for agent-based modelling and simulation applied to crisis management. In particular modelling of BDI agents, emotions, cognitive biases, social attachment, etc.

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.