Displaying 10 of 15 results market clear

Rosanna Garcia Member since: Tue, Mar 09, 2010 at 09:15 AM


consumer market forecasting, diffusion

Chuck Collver Member since: Sat, Feb 24, 2018 at 11:27 AM

Continuous double auction markets; call auction; alternative market structures

Marcin Wozniak Member since: Tue, May 19, 2015 at 09:55 AM

master, PhD student

Assistant Proffesor at Faculty of Human Geography, Adam Mickiewicz University, Poland

  • Agent-Based Modeling, Geosimulation
  • labor market policy evaluation
  • economic forecasting

Talal Alsulaiman Member since: Fri, Feb 27, 2015 at 04:10 AM

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.

Geo Kocheril Member since: Tue, Oct 01, 2019 at 02:29 PM

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

Nathan Rollins Member since: Wed, Aug 27, 2008 at 06:11 PM Full Member Reviewer

I am a Ph.D. student studying the interactions between external regulations and social norms in natural resource management and international development. In particular, I am looking to use mixed methods research, including ethnographic research, field experiments, and agent-based computational models to explore the sustainability of market-based interventions and their possible perverse outcomes.

Juliette Rouchier Member since: Wed, Oct 21, 2015 at 02:14 PM

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.

Tika Adhikari Member since: Fri, Jan 20, 2012 at 08:30 PM Full Member Reviewer

Ph D, Student

Development of spatial agent-based models to sustainability science and ecosystem service assessment, integration of agent-based model with biophysical process based model, improvement of theory of GIScience and land use change science, development of spatial analytical approach (all varieties of spatial regression), spatial data modeling including data mining, linking processes such as climate change, market, and policy to study patterns.

Jiaqi Ge Member since: Tue, Apr 17, 2018 at 01:12 PM Full Member

I am a University Academic Fellow (UAF) in the School of Geography at the University of Leeds. My research areas are agent-based modelling, decision making in complex systems, AI and multi-agent systems, urban analytics and housing markets. I obtained PhD in Economics from Iowa State University under supervisor Prof. Leigh Tesfatsion in 2014. I worked as a researcher at the James Hutton Institute in Aberdeen, Scotland between 2014 and 2019. I joined the University of Leeds as a UAF of Urban Analytics in 2019. I am originally from Shanghai, China.

My main research areas are agent-based modelling, urban analytics and complex decision making enabled by AI. I am interested in the bottom-up transition of complex urban systems under major socio-economic and environmental shocks, such as climate change and the fourth industrial revolution. I want to understand how cities as self-organised complex systems respond to external shocks and evolve under a constantly changing environment. In the past, I have looked at various aspects of urban systems, including the housing market, the labour market, transport and energy system. I am also interested in decision making in complex systems. For example, I have studied the decision to become a vegetarian/vegan under social influence. I have also looked at global food trade in a complex trade network and the resulting food and nutrition security. Recently, I am interested in applying AI algorithms especially reinforcement learning in multi-agent systems, including applications of AI in urban adaptation to climate change, housing market dynamics and criminal behaviour in an urban system.

Leigh Tesfatsion Member since: Wed, Aug 28, 2013 at 12:50 AM

Ph.D., Economics, University of Minnesota, Mpls., B.A., History Major, Carleton College, Northfield, MN

Leigh Tesfatsion received the Ph.D. degree in economics from the University of Minnesota, Mpls., in 1975, with a minor in mathematics. She is Research Professor of Economics, Professor Emerita of Economics, and Courtesy Research Professor of Electrical & Computer Engineering, all at Iowa State University. Her principal current research areas are electric power market design and the development of Agent-based Computational Economics (ACE) platforms for the performance testing of these designs. She is the recipient of the 2020 David A. Kendrick Distinguished Service Award from the Society for Computational Economics (SCE) and an IEEE Senior Member. She has served as guest editor and associate editor for a number of journals, including the IEEE Transactions on Power Systems, the IEEE Transactions on Evolutionary Computation, the Journal of Energy Markets, the Journal of Economic Dynamics and Control, the Journal of Public Economic Theory, and Computational Economics. Online Short Bio

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

Displaying 10 of 15 results market clear

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