Displaying 10 of 14 results systems engineering clear search
System of Systems and Complex Systems
Our overriding approach has been to advance the state-of-the-art in conducting large-scale simulation studies, by developing and disseminating experimental designs that facilitate the exploration of complex simulation models
Simulation, machine learning, systems modeling, big data.
Systems engineering
I’ve been building cyberinfrastructure and research software for computational social science and the study of complex adaptive systems at Arizona State University since 2006. Past and current projects include the Digital Archaeological Record, the Virtual Commons, the Social Ecological Systems Library, Synthesizing Knowledge of Past Environments (SKOPE), the Port of Mars, and CoMSES Net, where I serve as co-director and technical lead.
I also work to improve the state of open, transparent, reusable, and reproducible computational science as a Carpentries instructor and maintainer for the Plotting and Programming in Python and Good Enough Practices for Scientific Computing lessons, currently co-chair the Consortium of Scientific Software Registries and Repositories and Open Modeling Foundation Cyberinfrastructure Working Group, and serve on the DataCite Services and Technology Steering Group and CSDMS’s Basic Model Interface open source governance council.
My research interests include collective action, social ecological systems, large-scale software systems engineering, model componentization and coupling, and finding effective ways to promote and facilitate good software engineering practices for reusable, reproducible, and interoperable scientific computation.
Doing research on how the flood insurance system in the UK should be structured in the future to make it resilient for environmental change.
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.
Displaying 10 of 14 results systems engineering clear search