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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.

Simone Righi Member since: Friday, June 08, 2018

I received a Ph.D. in Economics at the University of Namur (Belgium) in June 2012 with a thesis titled “Essays in Information Aggregation and Political Economics”.
After two years at the Research Center for Educational and Network Studies (Recens) of the Hungarian Academy of Sciences, I joined the Department of Economics “Marco Biagi” of the University of Modena and Reggio Emilia in January 2015 and then the Department of Agricultural and Food Sciences of the University of Bologna.
I am currently a Lecturer in Financial Computing at the Department Computer Science (Financial Computing and Analytics group) - University College London. Moreover I am an affiliated researcher of the DYNAMETS - Dynamic Systems Analysis for Economic Theory and Society research group and an affiliate member of the Namur Center for Complex Systems (Naxys).

My research interests concern the computational study of financial markets (microstructure, systemic properties and behavioral bias), of social Interactions on complex networks (theory and experiments), the evolution of cooperation in networks (theory and experiments) and the study of companies strategies in the digital economy.

David Dixon Member since: Sunday, March 01, 2009

PhD Economics, MS Physics, BA Physics

Exhaustible natural resources
Fishery resources
Network game theory models
Agent-based models

Nilda Eliquen Member since: Sunday, July 19, 2009 Full Member Reviewer

MS COMPUTER SCIENCE, BS CHEMICAL ENGINEERING

Social Computing particularly on data mining tweets, blogs, social networking sites for disaster events.

Hang Xiong Member since: Tuesday, February 14, 2012 Full Member

PhD

Research fellow at the Agricultural Economics and Policy Group at ETH Zurich.

Paulo Guarnieri Member since: Tuesday, November 03, 2015

Researcher

Innovation Networks, University-Industry Links, Management and Policy for Technologies in Emerging Economies (Brazil), Agent-based Simulation.

Malik Koné Member since: Thursday, January 21, 2016

Master in mathematics and didactics

Agent Based Modeling (ABM), Agent Based Social System (ABSS), Multi-Agent Systems (MAS), Bayesian learning, Social networks Analysis (SNA), Socio ecological Dynamics.

María Del Castillo Member since: Tuesday, February 18, 2014

PhD

Archaeological Simulation of Social Interactions, mainly between hunter gatherers societies.

Anh Nong Member since: Thursday, January 21, 2016

Master on Integrated Water Resources Management

Interested in IWRM approach, analyzing coupled human-water relationship, Hydrological modelling, Bayesian networks, Agent based modelling

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