Community

Chuck Collver Member since: Saturday, February 24, 2018

Continuous double auction markets; call auction; alternative market structures

Viktor Vojtko Member since: Tuesday, August 04, 2015 Full Member Reviewer

Master in Information Management/Marketing, Ph.D. in Business Economics

My main interests are system dynamics and multi agent simulation used for support of business and marketing decisions (e.g. modeling of consumer markets) and in business education (e.g. development of open source business simulators). Amongst my other interests are applied marketing research, relationships between academia and industry, financial literacy, mind and concept mapping.

Juliette Rouchier Member since: Wednesday, October 21, 2015

phD Environmental Studies, Habilitation in Economics

Three fields interest me in research: the study of market from a behavioral point of view, focusing on loyalty, trust, quality convention; then the study of institutions, their dynamics and the predictions/diagnostics that can be made following Ostrom’s IAD framework; eventually discussions on epistemology and validation about ABM.

Matthew Oldham Member since: Friday, June 17, 2016

Bachelor of Economics (tons), MAIS - Computational Social Science

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

Leigh Tesfatsion Member since: Wednesday, August 28, 2013

PhD in Economics

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

Geo Kocheril Member since: Tuesday, October 01, 2019

Research fellow, PhD Candidate (University of Kassel)

Energy system transiton modelling * stakeholder and market modelling, governance and policy modelling, * agent-based modelling (ABM), optimisation, * model coupling, open and integrative modelling framework, * open source, S4F

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.

Mind Mingles Member since: Monday, July 19, 2021 Full Member

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mikegolf Member since: Sunday, January 08, 2012

Emergence Paris

Stephanie Toth Member since: Monday, April 14, 2014

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