Community

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.

Lennart Quispel Member since: Friday, August 28, 2015

Msc. Cognitive Science and Artificial Intelligence

Alessio Plebe Member since: Friday, March 10, 2017

PhD

neural computation, population dynamics

N Gotts Member since: Sunday, October 28, 2012

BA in Developmental Psychology, DPhil in Cognitive and Computer Sciences

Roope Oskari Kaaronen Member since: Monday, August 26, 2019 Full Member

I am a multidisciplinary researcher (PhD Candidate) at the University of Helsinki. My research interests include sustainable behaviour change, ecological psychology, cognitive science and cultural evolution. I have a soft spot for complex systems and philosophy of science.

GitHub: https://github.com/roopekaaronen/

Ecological Psychology
Environmental Policy
Philosophy of Science
Cognitive Science
Ecological Rationality
Science & Society
Complex Systems
Agent-Based Modeling

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.

Benoit Gaudou Member since: Friday, January 06, 2012 Full Member

PhD in Artificial Intelligence

Multi-agent systems, Cognitive Agent, GAMA

Victoria Ramenzoni Member since: Saturday, July 23, 2016

Ph.D.

Human behavioral ecology, marine ecology, cognitive sciences, decision making under uncertainty

Ted Carmichael Member since: Tuesday, April 06, 2010 Full Member Reviewer

Ph.D., Information Technology, M.S., Computer Science, B.S., Business Administration, Graduate Certificate, Cognitive Science
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