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
I am a Ph.D. candidate in Computational Social Science (CSS) program at George Mason (GMU). I hold a MAIS from GMU and a Bachelor of Economics from the University of Tasmania. My research interests are the application of ABMs, network analysis, and machine learning to financial markets. My email address and website is [email protected] and www.aussiecas.com
I am interested in using agent-based model to understand the behavior of financial markets
Development of dynamic, adaptive, complex models of financial markets.
Financial markets structure and behavior
Characterization of price fluctuations
Jorge is a PhD candidate of System Design Engineering at the University of Waterloo. His research activities are focused on applying agent-based models on three major areas: 1) financial markets to study the self-regulation capability of artificial markets with interacting investors and credit rating agencies; 2) the efficiency of road networks when users have access to real-time information and are able to adjust their behavior to current conditions; 3) failure probability of nuclear waste containers due to microbial- and chemical-driven corrosion.
Business model innovation on markets for digital cultural goods.
ABM of financial markets, focused on systemic risk.
Agent-based computational economics (ACE); development and use of ACE test beds for the study of electric power market operations; development and use of ACE test beds for the study of water, energy, and climate change
Researcher in sustainable production and consumption, the service economy, energy markets, and electricity balancing mechanisms.