Industrial Engineering, Multi-criteria Decision Making, Optimization Techniques, Global/International Facility Location, Agent-based Modeling

social simulation, Multiagent Systems, Process Algebra, Game Theory

I am interested in the dynamics of cultural transmission, especially in diffusion of religious innovations (concepts and practices) across a population. In my dissertation, I am targeting this issue while studying and modelling the development of Christian meal practices in the first four centuries CE across the Roman Mediterranean.

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.

Doing research on how the flood insurance system in the UK should be structured in the future to make it resilient for environmental change.

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

Financial markets structure and behavior
Characterization of price fluctuations

Computational Modeling of knowledge diffusion in organizational contexts.

My main interests are system dynamics and multi agent simulation used for support of business and marketing decisions (e.g. modeling of consumer markets) and in business education (e.g. development of open source business simulators). Amongst my other interests are applied marketing research, relationships between academia and industry, financial literacy, mind and concept mapping.