I am interested in questions of method, and in the application of computational social models to a wide variety of national security questions (such as counterterrorism and counterinsurgency) as well as decision-making around complex natural resources such as water. My methods interest center on the use of qualitative social theory to inform the structure of computational social models, and the ways in which such models handle qualitative data. This raises questions around the nature of data and the ways in which computational social models convey information to decision-makers.

Financial markets structure and behavior
Characterization of price fluctuations

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 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.

How to model it: Ecological models, in particular simulation models, often seem to be formulated ad hoc and only poorly analysed. I am therefore interested in strategies and methods for making ecological modelling more coherent and efficient. The ultimate aim is to develop preditive models that provide mechanstic understanding of ecological systems and that are transparent and structurally realistic enough to support environmental decision making.

Pattern-oriented modelling: This is a general strategy of using multiple patterns observed in real systems as multiple criteria for chosing model structure, selecting among alternative submodels, and inversely determining entire sets of unknown model parameters.

Individual-based and agent-based modelling: For many, if not most, ecological questions individual-level aspects can be decisive for explaining system-level behavior. IBM/ABMs allow to represent individual heterogeneity, local interactions, and/or adaptive behaviour

Ecological theory and concepts: I am particularly interested in exploring stability properties like resilience and persistence.

Modelling for ecological applications: Pattern-oriented modelling allows to develop structurally realistic models, which can be used to support decision making and the management of biodiversity and natural resources. Currently, I am involved in the EU project CREAM, where a suite of population models is developed for pesticide risk assessment.

Standards for model communication and formulation: In 2006, we published a general protocol for describing individual- and agent-based models, called the ODD protocol (Overview, Design concepts, details). ODD turned out to be more useful (and needed) than we expected.