Displaying 10 of 81 results for "Marcel Hurtado" clear search
Continuous double auction markets; call auction; alternative market structures
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.
Research fellow, PhD Candidate (University of Kassel)
Energy system transiton modelling
* stakeholder and market modelling, governance and policy modelling,
* agent-based modelling (ABM), optimisation,
* model coupling, open and integrative modelling framework,
* open source, S4F
I am a Ph.D. student studying the interactions between external regulations and social norms in natural resource management and international development. In particular, I am looking to use mixed methods research, including ethnographic research, field experiments, and agent-based computational models to explore the sustainability of market-based interventions and their possible perverse outcomes.
Three fields interest me in research: the study of market from a behavioral point of view, focusing on loyalty, trust, quality convention; then the study of institutions, their dynamics and the predictions/diagnostics that can be made following Ostrom’s IAD framework; eventually discussions on epistemology and validation about ABM.
I am a Professor in the School of Sustainability and the Director of the Center for Behavior, Institutions and the Environment. I want to understand how people solve collective problems at different levels of scale, especially those problems related to sustainability of our environment. Our society experience unprecedented challenged to sustain common resource for future generations at a scale we have never experienced before. What makes groups cooperate? What is the role of information? How does the ecological context affect the social fabric? How do they deal with a changing environment? How can we use these insight to address global challenges? To do this research I combine behavioral experiments, agent-based modeling and case study analysis.
Development of spatial agent-based models to sustainability science and ecosystem service assessment, integration of agent-based model with biophysical process based model, improvement of theory of GIScience and land use change science, development of spatial analytical approach (all varieties of spatial regression), spatial data modeling including data mining, linking processes such as climate change, market, and policy to study patterns.
Dr. Gravel-Miguel currently works as a Postdoctoral Research Scholar for the Institute of Human Origins at Arizona State University. She does research in Archaeology and focuses on the Upper Paleolithic of Southwest Europe. She currently works on projects ranging from cultural transmission to human-environment interactions in prehistory.
Archaeology, GIS, ABM, social networks, portable art, ornaments, data science
I am a University Academic Fellow (UAF) in the School of Geography at the University of Leeds. My research areas are agent-based modelling, decision making in complex systems, AI and multi-agent systems, urban analytics and housing markets. I obtained PhD in Economics from Iowa State University under supervisor Prof. Leigh Tesfatsion in 2014. I worked as a researcher at the James Hutton Institute in Aberdeen, Scotland between 2014 and 2019. I joined the University of Leeds as a UAF of Urban Analytics in 2019. I am originally from Shanghai, China.
My main research areas are agent-based modelling, urban analytics and complex decision making enabled by AI. I am interested in the bottom-up transition of complex urban systems under major socio-economic and environmental shocks, such as climate change and the fourth industrial revolution. I want to understand how cities as self-organised complex systems respond to external shocks and evolve under a constantly changing environment. In the past, I have looked at various aspects of urban systems, including the housing market, the labour market, transport and energy system. I am also interested in decision making in complex systems. For example, I have studied the decision to become a vegetarian/vegan under social influence. I have also looked at global food trade in a complex trade network and the resulting food and nutrition security. Recently, I am interested in applying AI algorithms especially reinforcement learning in multi-agent systems, including applications of AI in urban adaptation to climate change, housing market dynamics and criminal behaviour in an urban system.
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