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.

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.

Archaeology, GIS, ABM, social networks, portable art, ornaments, data science

My research focuses on applied marine ecology and environmental management, particularly with coastal fish assemblages. Research interests include fish ecology, environmental monitoring and assessment methodology and individual-based models.