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Talal Alsulaiman Member since: Fri, Feb 27, 2015 at 04:10 AM

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.

Thorben Jensen Member since: Tue, Feb 24, 2015 at 12:59 PM

M. Sc.

Kit Martin Member since: Thu, Jan 15, 2015 at 02:44 PM Full Member

B.A. History, Bard College, M.A. International Development Practice Humphrey School of Public Affairs, PhD. Northwestern, Learning Sciences

I have a strong background in building and incorporating agent-based simulations for learning. Throughout my graduate career, I have worked at the Center for Connected Learning and Computer Based Modeling (CCL), developing modeling and simulation tools for learning. In particular, we develop NetLogo, the gold standard agent-based modeling environment for learners around the world. In my dissertation work, I marry biology and computer science to teach the emergent principles of ant colonies foraging for food and expanding. The work builds on more than a decade of experience in ABM. I now work at the Center for the Science and the Schools as an Assistant Professor. We delivered a curriculum to teach about COVID-19, where I incorporated ABMs into the curriculum.

You can keep up with my work at my webpage: https://kitcmartin.com

Studying the negative externalities of networks, and the ways in which those negatives feedback and support the continuities.

Jonas Friege Member since: Sun, Nov 16, 2014 at 08:18 PM

Dipl.-Wi.Ing.

I currently work on an agent-based model on energy-efficient renovation decisions.

Derek Robinson Member since: Wed, Nov 05, 2014 at 03:59 PM Full Member

The goal of my research program is to improve our understanding about highly integrated natural and human processes. Within the context of Land-System Science, I seek to understand how natural and human systems interact through feedback mechanisms and affect land management choices among humans and ecosystem (e.g., carbon storage) and biophysical processes (e.g., erosion) in natural systems. One component of this program involves finding novel methods for data collection (e.g., unmanned aerial vehicles) that can be used to calibrate and validate models of natural systems at the resolution of decision makers. Another component of this program involves the design and construction of agent-based models to formalize our understanding of human decisions and their interaction with their environment in computer code. The most exciting, and remaining part, is coupling these two components together so that we may not only quantify the impact of representing their coupling, but more importantly to assess the impacts of changing climate, technology, and policy on human well-being, patterns of land use and land management, and ecological and biophysical aspects of our environment.

To achieve this overarching goal, my students and I conduct fieldwork that involves the use of state-of-the-art unmanned aerial vehicles (UAVs) in combination with ground-based light detection and ranging (LiDAR) equipment, RTK global positioning system (GPS) receivers, weather and soil sensors, and a host of different types of manual measurements. We bring these data together to make methodological advancements and benchmark novel equipment to justify its use in the calibration and validation of models of natural and human processes. By conducting fieldwork at high spatial resolutions (e.g., parcel level) we are able to couple our representation of natural system processes at the scale at which human actors make decisions and improve our understanding about how they react to changes and affect our environment.

land use; land management; agricultural systems; ecosystem function; carbon; remote sensing; field measurements; unmanned aerial vehicle; human decision-making; erosion, hydrological, and agent-based modelling

Maria Xiridou Member since: Thu, Sep 04, 2014 at 05:06 AM

Davide Secchi Member since: Tue, Jul 08, 2014 at 10:58 PM Full Member

PhD in Business Administration

I am Professor of Management at Paris School of Business and have held positions at the University of Southern Denmark, Bournemouth University (UK), University of Wisconsin (US), and at the University of Insubria (Italy). My current research efforts are on socially-based decision making, agent-based modeling, cognitive processes in organizations and socially responsible behavior in organizations. With a coauthor network of 50 colleagues located in over 10 different countries, I have published 126 (as of 2025) among articles, book chapters, and books. The monograph Computational organizational cognition (2021, Emerald), and the edited Agent-Based Simulation of Organizational Behavior with M. Neumann (2016, Springer Nature) specifically target computational simulation research in the social sciences. The book How do I Develop an Agent-Based Model? (2022, Elgar) is the first specifically written for business and management scholars.

My simulation research focuses on the applications of ABM to organizational behavior studies. I study socially-distributed decision making—i.e., the process of exploiting external resources in a social environment—and I work to develop its theoretical underpinnings in order to to test it. A second stream of research is on how group dynamics affect individual perceptions of social responsibility and on the definition and measurement of individual social responsibility (I-SR).

Claudia Binder Member since: Mon, Jun 09, 2014 at 02:19 PM

Human-Environment relations
socio-ecological systems
Transitions
Simulation modeling

Christophe Le Page Member since: Fri, Jul 06, 2007 at 06:17 AM Full Member

Ph.D. Biomathematics, Paris 6 University, M.Sc. Biomathematics, Paris 7 University, Engineering Degree, Fisheries and Aquatic Sciences Center, AgroCampus Ouest (Rennes)

Christophe Le Page currently works at the Centre de Coopération Internationale en Recherche Agronomique pour le Développement (CIRAD). Christophe does research on participatory modelling of the interactions between agriculture and the environment, focusing more specifically on the relationships among stakeholders about the management of natural renewable resources. Christophe is designing and using interactive agent-based simulation and role-playing games. He is an active member of the Companion Modelling research group.

Agent-based simulations and role-playing games in the field of renewable resource management.

Roman Ashauer Member since: Wed, Feb 05, 2014 at 09:54 AM

Environmental Science
Ecotoxicology
Modelling
Chemicals in the Environment

Displaying 10 of 46 results environment clear search

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