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Annie Waldherr is a postdoctoral researcher at the Free University of Berlin, Institute for Media and Communication Studies. In 2012, she received her PhD for her dissertation on the dynamics of media attention. Her research interests include modeling public spheres, political online communication as well as science and technology discourses.
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.
Improving agent models and architectures for agent-based modelling and simulation applied to crisis management. In particular modelling of BDI agents, emotions, cognitive biases, social attachment, etc.
Designing serious games to increase awareness about climate change or natural disasters; to improve civil engagement in sustainable urban planning; to teach Artificial Intelligence to the general public; to explain social phenomena (voting procedures; sanitary policies; etc).
To tackle the scientific challenges proposed by landscape dynamics and cooperation processes, I have developed a research methodology based on field work and companion modelling (ComMod) combined with the formalisation of the observed processes and agents based models.
This approach offers the possibility to understand : spatial, social, cultural and / or economic conditions that take place on territories, and to provide prospective scenarios.
These methods have been applied in various contexts: steep slope vineyards landscapes (2011), water resource management cooperation (2015), vegetation cover in dry climate (2017). The established research networks are still active through sustained collaborations and activities.
My technical expertise grew and evolved through investment in several workgroups: MAPS Team (Modelling Applied to Space Phenomena), OSGeo (president of the OSGeo’s French chapter between 2013 and 2016, member of the OSGeo-international chapter since 2015), various initiatives around modelling, exploration and sensibility analysis of spatial patterns behaviours, and more generally in Free Software communities.
I am interested in the socio-environmental conditions for the emergence of cooperation and mutual aid in social systems and mainly with regard to renewable resources. I consider in this context that Commons are a spatial manifestation of mutual aid.
From a technical point of view, I am very interested in the questions of model exploration (HPC), which led me to integrate the OpenMole community and to contribute to discussions about heuristic exploration.
Prof. Christian E. Vincenot is by nature an interdisciplinary researcher with broad scientific interests. He majored in Computer Science / Embedded Systems (i.e. IoT) at the Université Louis Pasteur (Strasbourg, France) while working professionally in the field of Computer Networking and Security. He then switched the focus of his work towards Computational Modelling, writing his doctoral dissertation on Hybrid Modelling in Ecology, and was awarded a PhD in Social Informatics by Kyoto University in 2011 under a scholarship by the Japanese Ministry of Research. He subsequently started a parallel line of research in Conservation Biology (esp. human-bat conflicts) under a postdoctoral fellowship of the Japanese Society for the Promotion of Science (JSPS) (2012-2014). This led him to create the Island Bat Research Group (www.batresearch.net), which he is still coordinating to this date. In 2014, he was appointed as the tenured Assistant Professor of the Biosphere Informatics Laboratory at Kyoto University. He also been occupying editorial roles for the journals PLOS ONE, Frontiers in Environmental Science, and Biology. In 2020, he created Ariana Technologies (www.ariana-tech.com), a start-up operating in the field of Data Science/Simulation and IoT for crisis management.
Prof. Vincenot’s main research interests lie in the theoretical development of Hybrid Mechanistic Simulation approaches based on Individual/Agent-Based Modeling and System Dynamics, and in their applications to a broad range of systems, with particular focus on Ecology.
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