I am interested in using agent-based model to understand the behavior of financial markets

Current main research interests are concerned on diffusion of ICT among social actors of territorial systems: citizens(individuals and households), enterprises and governmental bodies. Most used methodological tools are , so far, multivariate statistics and Social Network Analysis.
I’d like to apply an ABM approach in the context of my PhD research project, aimed to observe the different modes of collaboration among universities and enterprises and tehir different effectiveness in terms of creation and spread of new knowledge.

My interests are focused on the development of new methodologies capable of exploring the complex relations between time, space and human behavior. Simulation, game theory and spatial analysis are some of the techniques that I use to explore different research questions, from the relation between environment and culture to the evolution of warfare.
I’m also the project manager of Pandora, an open-source ABM platform specifically designed for executing large scale simulations in High-Performance Computing environments.

IRPact - An integrated agent based modeling approach in innovation diffusion

Goal: The goal of IRPact is to develop a flexible and generic innovation-diffusion ABM (agent-based modelling) framework, based on requirements derived from a literature analysis. The aim of IRPact is to allow for modeling a large number of application contexts and questions of interest.
It provides a formal model (framework) as well as a software implementation in order to assist modelers with a basic infrastructure for their own research.
Conceptually it is thought to be part of the IRPsim (https://irpsim.uni-leipzig.de), with the vision to bring together rational approaches and cognitive modeling in an integrated approach within the context of sustainable energy markets.

Community assembly after intervention by coral transplantation

The potential of transplantation of scleractinian corals in restoring degraded reefs has been widely recognized. Levels of success of coral transplantation have been highly variable due to variable environmental conditions and interactions with other reef organisms. The community structure of the area being restored is an emergent outcome of the interaction of its components as well as of processes at the local level. Understanding the
coral reef as a complex adaptive system is essential in understanding how patterns emerge from processes at local scales. Data from a coral transplantation experiment will be used to develop an individual-based model of coral community development. The objectives of the model are to develop an understanding of assembly rules, predict trajectories and discover unknown properties in the development of coral reef communities in the context of reef restoration. Simulation experiments will be conducted to derive insights on community trajectories under different disturbance regimes as well as initial transplantation configurations. The model may also serve as a decision-support tool for reef restoration.

Dissertation: Narrative Generation for Agent-Based Models

Abstract: This dissertation proposes a four-level framework for thinking about having agent-based models (ABM) generate narrative describing their behavior, and then provides examples of models that generate narrative at each of those levels. In addition, “interesting” agents are identified in order to direct the attention of researchers to the narratives most likely to be worth spending their time reviewing. The focus is on developing techniques for generating narrative based on agent actions and behavior, on techniques for generating narrative describing aggregate model behavior, and on techniques for identifying “interesting” agents. Examples of each of these techniques are provided in two different ABMs, Zero-Intelligence Traders (Gode & Sunder, 1993, 1997) and Sugarscape (Epstein & Axtell, 1996).

My research focused on pricing strategy and its impact on Supply Chain (SC) using the Agent-Based Modeling and Simulation (ABMS) approach. Currently, I’m working on an ABMS model to analyze the impact of SC Coordination on SC performance when intelligent retailers may offer price discounts based on the market’s states using Q-learning algorithm.

I am a spatial (GIS) agent-based modeler i.e. modeler that simulates the impact of various individual decisions on the environment. My work is mainly methodological i.e. I develop tools that make agent-based modeling (ABM) easier to do. I especially focus on developing tools that allow for evaluating various uncertainties in ABM. One of these uncertainties are the ways of quantifying agent decisions (i.e. the algorithmic representation of agent decision rules) for example to address the question of “How do the agents decide whether to grow crops or rather put land to fallow?”. One of the methods I developed focuses on representing residential developers’ risk perception for example to answer the question: “to what extent is the developer risk-taking and would be willing to build new houses targeted at high-income families (small market but big return on investment)?”. Other ABM uncertainties that I evaluate are various spatial inputs (e.g. different representations of soil erosion, different maps of environmental benefits from land conservation) and various demographics (i.e. are retired farmers more willing to put land to conservation?). The tools I develop are mostly used in (spatial) sensitivity analysis of ABM (quantitative, qualitative, and visual).