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.

Two themes unite my research: a commitment to methodological creativity and innovation as expressed in my work with computational social sciences, and an interest in the political economy of “globalization,” particularly its implications for the ontological claims of international relations theory.

I have demonstrated how the methods of computational social sciences can model bargaining and social choice problems for which traditional game theory has found only indeterminate and multiple equilibria. My June 2008 article in International Studies Quarterly (“Coordination in Large Numbers,” vol. 52, no. 2) illustrates that, contrary to the expectation of collective action theory, large groups may enjoy informational advantages that allow players with incomplete information to solve difficult three-choice coordination games. I extend this analysis in my 2009 paper at the International Studies Association annual convention, in which I apply ideas from evolutionary game theory to model learning processes among players faced with coordination and commitment problems. Currently I am extending this research to include social network theory as a means of modeling explicitly the patterns of interaction in large-n (i.e. greater than two) player coordination and cooperation games. I argue in my paper at the 2009 American Political Science Association annual convention that computational social science—the synthesis of agent-based modeling, social network analysis and evolutionary game theory—empowers scholars to analyze a broad range of previously indeterminate bargaining problems. I also argue this synthesis gives researchers purchase on two of the central debates in international political economy scholarship. By modeling explicitly processes of preference formation, computational social science moves beyond the rational actor model and endogenizes the processes of learning that constructivists have identified as essential to understanding change in the international system. This focus on the micro foundations of international political economy in turn allows researchers to understand how social structural features emerge and constrain actor choices. Computational social science thus allows IPE to formalize and generalize our understandings of mutual constitution and systemic change, an observation that explains the paradoxical interest of constructivists like Ian Lustick and Matthew Hoffmann in the formal methods of computational social science. Currently I am writing a manuscript that develops these ideas and applies them to several challenges of globalization: developing institutions to manage common pool resources; reforming capital adequacy standards for banks; and understanding cascading failures in global networks.

While computational social science increasingly informs my research, I have also contributed to debates about the epistemological claims of computational social science. My chapter with James N. Rosenau in Complexity in World Politics (ed. by Neil E. Harrison, SUNY Press 2006) argues that agent-based modeling suffers from underdeveloped and hidden epistemological and ontological commitments. On a more light-hearted note, my article in PS: Political Science and Politics (“Clocks, Not Dartboards,” vol. 39, no. 3, July 2006) discusses problems with pseudo-random number generators and illustrates how they can surprise unsuspecting teachers and researchers.

My research is about modelling and simulation of complex systems. My work is to use, and participate to the development of, integrative tools at the formal level (based on the Discrete EVent System Specification (DEVS) formalism), at the conceptual level (based on integrative paradigms of different forms such as Multi-Agents Systems paradigm (MAS), SES framework or viability theory), and at the level of the use of modelling and simulation for collective decision making (based on the Companion Modelling approach (ComMod)). Since 2013 and my integration in the G-EAU mixt research units, my object of studies were focused on multi-scale social and ecological systems, applied to water resource management and adaptation of territories to global change and I added experimentation to my research interest, developping methods combining agent-based model and human subjects actions.

• Computational science
• Computational social science
• Social-inspired ICT
• Social computation
• Agents technology
• Computational intelligence and hybrid-intelligent agents
• Complexity and complex systems
• Multi-agent systems
• Computational modeling
• Context-oriented programming
• Knowledge Management
• Software engineering

General Question:
Without Central Control is self organization possible?

Specific Case:

Considering the seemingly preplanned, densely aggregated communities of the prehistoric Puebloan Southwest, is it possible that without centralized authority (control), that patches of low-density communities dispersed in a bounded landscape could quickly self-organize and construct preplanned, highly organized, prehistoric villages/towns?

Christian Reynolds is a Public Health Research Fellow at the Rowett Institute of Nutrition and Health, University of Aberdeen, and an adjunct Research Fellow at the Barbara Hardy Institute for Sustainable Environments and Technologies, University of South Australia. Christian’s research examines the economic and environmental impacts of food consumption; with focus upon food waste, sustainable diets, and the political power of food in international relations.
Christian has experience in economic input-output, material flow and environmental (Life Cycle Analysis) modelling and has published peer reviewed articles on these topics.

Research activities range between Computer Science, Information Systems and Natural Language Processing (NLP), Agent-based modeling/simulation (ABM), Artificial Intelligence (AI) and Multi-Agent Systems (MAS) and Geographical Information Science (GIScience).

Routine dynamics, Agent-based modeling, Computational social/organization science, Industrial systems engineering, etc.

• Agent-Based Simulation
• Machine Learning
• UAVs
• Drones
• Swarms