Displaying 10 of 69 results for "Santiago L Rovere" clear search
Using modeling and simulation to support the development of resilient infrastructures
I use agent-based systems, stochastic process, mass balance models and computational statistics in exploring human exposure assessment.
The Global Resource Observatory (GRO)
The Global Resource Observatory is largest single research project being undertaken at the GSI, it investigates how the scarcity of finite resources will impact global social and political fragility in the short term. The ambitious three year project, funded by the Dawe Charitable Trust, will enable short term decision making to account for ecological and financial constraints of a finite planet.
GRO will include an open source multidimensional model able to quantify the likely short term interactions of the human economy with the carrying capacity of the planet and key scarce resources. The model will enable exploration of the complex interconnections between the resource availability and human development, and provides projections over the next 5 years.
Data and scenarios will be geographically mapped to show the current and future balance and distribution of resources across and within countries. The GRO tool will, for the first time, enable the widespread integration of the implications of depleting key resource into all levels of policy and business decision-making.
Andrew J. Collins, Ph.D., is an assistant professor at Old Dominion University in the Department of Engineering Management and Systems Engineering. He has a Ph.D. in Operations Research from the University of Southampton, and his undergraduate degree in Mathematics was from the University of Oxford. He has published over 80 peer-review articles. He has been the Principal Investigator on projects funded to the amount of approximately $7 million. Dr. Collins has developed several research simulations including an award-winning investigation into the foreclosure contagion that incorporated social networks.
Sudhira’s research has been primarily on urban land-use and land cover change studies exploring their consequences on environmental sustainability and understanding their inter-relationship with transportation. His broader research addresses the evolution and growth of towns and cities invoking complexity sciences, understanding planning practices and studying the effect of varied governance structures.
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.
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.
Displaying 10 of 69 results for "Santiago L Rovere" clear search