André Calero Valdez does research on Computational Communication Science investigating the influence of network structure and algorithms on communication flow using agent-based modeling.
I have been working in the software implementation of different kinds of complex networks inspired in real-life populations. My software may be classified on several categories: complex networks, Aedes aegypti development, dengue epidemics, cultural behavior of populations. I am also researching in education of Deaf people in Colombia.
Using the Complex System science paradigm to open new ways of assessing the Systemic Risk in Financial Systems
Without Central Control is self organization possible?
Considering the seemingly preplanned, densely aggregated communities of the prehistoric Puebloan Southwest, is it possible that without centralized authority (control), that patches of low-density communities dispersed in a bounded landscape could quickly self-organize and construct preplanned, highly organized, prehistoric villages/towns?
I have a particular interest in the way in which social network structure influences dynamic processes operating over the netowrk, such as adoption of behaviour or spread of disease. More generally, I am interested in using complex systems methods to understand social phenomena.
Guido Fioretti, born 1964, graduated in Electronic Engineering in 1991 at La Sapienza University, Rome. In 1995, he received a PhD in Economics from this same university. Guido Fioretti is currently a lecturer of Organization Science at the University of Bologna.
I am interested in combining social with cognitive sciences in order to model decision-making facing uncertainty. I am particularly interested in connectionist models of individual and organizational decision-making.
I may make use of agent-based models, statistical network analysis, neural networks, evidence theory, cognitive maps as well as qualitative research, with no preference for any particular method. I dislike theoretical equilibrium models and empirical research based on testing obvious hypotheses.
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.
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.