Displaying 10 of 131 results for "Puqing Wang" clear search
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.
I received my BSc, MSc, and PhD from the University of Nottingham. My PhD focuses on the Agent-Based Modelling and Simulation (ABMS) of Public Goods Game (PGG) in Economics. In my thesis, a development framework was developed using software-engineering methods to provide a structured approach to the development process of agent-based social simulations. Also as a case study, the framework was used to design and implement a simulation of PGG in the continuous-time setting which is rarely considered in Economics.
In 2017, I joined international, inter-disciplinary project CASCADE (Calibrated Agent Simulations for Combined Analysis of Drinking Etiologies) to further pursue my research interest in strategic modelling and simulation of human-centred complex systems. CASCADE, funded by the US National Institutes of Health (NIH), aims to develop agent-based models and systems-based models of the UK and US populations for the sequential and linked purposes of testing theories of alcohol use behaviors, predicting population alcohol use patterns, predicting population-level alcohol outcomes and evaluating the impacts of policy interventions on alcohol use patterns and harmful outcomes.
Primate evolutionary biologist and geneticist at the University of Texas at Austin
I conduct long-term behavioral and ecological field research on several species in the primate community of Amazonian Ecuador to investigate the ways in which ecological conditions (such as the abundance and distribution of food resources) and the strategies of conspecifics together shape primate behavior and social relationships and ultimately determine the kinds of societies we see primates living in. This is a crucial and central focus in evolutionary anthropology, as understanding the ways in which behavior and social systems are shaped by environmental pressures is a fundamental part of the discipline.
I complement my field studies with molecular genetic laboratory work and agent-based simulation modeling in order to address issues that are typically difficult to explore through observational studies alone, including questions about dispersal behavior, gene flow, mating patterns, population structure, and the fitness consequences of individual behavior. In collaboration with colleagues, I have also started using molecular techniques to investigate a number of broader questions concerning the evolutionary history, social systems, and ecological roles of various New World primates.
Kenneth D. Aiello is a postdoctoral research scholar with the Global BioSocial Complexity Initiative at ASU. Kenneth’s research contributes to cross disciplinary conversations on how historical developments in biological, social, and cultural knowledge systems are governed by processes that transform the structure, dynamics, and function of complex systems. Applying computational historical analysis and epistemology to question what scientific knowledge is and how we can analyze changes in knowledge, he uses text analysis, social network analysis, and machine learning to measure similarities and differences between the knowledge claims of individual agents and groups. His work builds on how to assess contested knowledge claims and measure the evolution of knowledge across complex systems and multiple dimensions of scale. This approach also engages in dynamic new debates about global and local structures of knowledge shaped by technological innovation within microbiology related to public policy, shrinking resources given to biomedical ideas as opposed to “translation”, and the ethics of scientific discovery. Using interdisciplinary methods for understanding historical content and context rich narratives contributes to understanding new domains and major transitions in science and provides a richer understanding of how knowledge emerges.
Dr. Roger Cremades is a complex systems scientist and heterodox global change economist integrating human-Earth interactions across systems and scales into modular quantitative tools, e.g. connecting drought risks in cities with land use at the river basin scale. He is elected Council member of the Complex Systems Society (2022-2025) and previously served as co-Chair of the Development Team of the Finance and Economics Knowledge-Action Network of Future Earth, the largest global research programme in global change (2020-2022). Roger coordinated research and co-production projects above €1M, and published in top journal like PNAS, Nature Climate Change, and Nature Geoscience. As a scientific modeler in the Social and Ecological Sciences, Roger integrates complex systems concepts into integrated assessment models of global change, with a focus on cities.
The future of CoMSES.Net, in Roger’s vision, is to augment its projection into a hub for discussing state-of-the-art approaches on modeling for the Social and Ecological Sciences, e.g. via bi-annual webinars, so that the Model Library becomes a lighthouse from where all communities developing, sharing, using, and reusing agent-based and other computational models also find valuable discussions to advance their research, education, and computational practice.
Global change, human-Earth interactions, complex systems.
I obtained a PhD in database information theory from the University of the West of Scotland in 2015, and have been a researcher at the James Hutton Institute ever since. My areas of research are agent-based-modelling (ABM), data curation, effective use of infrastructure as a service (IaaS), and semantic information representation and extraction using formal structures such as computerised ontologies, relational databases and any other structured or semi-structured data representations. I primarily deal with social and agricultural models and was originally taken on in the role of knowledge engineer in order to create the ontology for the H2020 project, Green Lifestyles, Alternative Models and Upscaling Regional Sustainability (GLAMURS). Subsequent work, for the Scottish Government has involved the use of IaaS, more commonly referred to as the “cloud” to create rapidly deployable and cheap alternatives to in-house high-performance computing for both ABM and Geographical Information System models.
It is the mixture of skills and interests involving modelling, data organisation and computing infrastructure expertise that I believe will be highly apposite in the duties associated with being a member of the CoMSES executive. Moreover, prior to joining academia, I spent about 25 years as a developer in commercial IT, in the agricultural, entertainment and banking sectors, and feel that such practical experience can only benefit the CoMSES network.
Volker Grimm currently works at the Department of Ecological Modelling, Helmholtz-Zentrum für Umweltforschung. Volker does research in ecology and biodiversity research.
How to model it: Ecological models, in particular simulation models, often seem to be formulated ad hoc and only poorly analysed. I am therefore interested in strategies and methods for making ecological modelling more coherent and efficient. The ultimate aim is to develop preditive models that provide mechanstic understanding of ecological systems and that are transparent and structurally realistic enough to support environmental decision making.
Pattern-oriented modelling: This is a general strategy of using multiple patterns observed in real systems as multiple criteria for chosing model structure, selecting among alternative submodels, and inversely determining entire sets of unknown model parameters.
Individual-based and agent-based modelling: For many, if not most, ecological questions individual-level aspects can be decisive for explaining system-level behavior. IBM/ABMs allow to represent individual heterogeneity, local interactions, and/or adaptive behaviour
Ecological theory and concepts: I am particularly interested in exploring stability properties like resilience and persistence.
Modelling for ecological applications: Pattern-oriented modelling allows to develop structurally realistic models, which can be used to support decision making and the management of biodiversity and natural resources. Currently, I am involved in the EU project CREAM, where a suite of population models is developed for pesticide risk assessment.
Standards for model communication and formulation: In 2006, we published a general protocol for describing individual- and agent-based models, called the ODD protocol (Overview, Design concepts, details). ODD turned out to be more useful (and needed) than we expected.
I am a computational archaeologist interested in how individuals and groups respond to both large scale processes such as climate change and local processes such as violence and wealth inequality. I am currently a PhD Candidate in the Department of Anthropology at Washington State University.
My dissertation research focuses on experimenting with paleoecological data (e.g., pollen) to assess whether or not different approaches are feasible for paleoclimatic field reconstructions. In addition, I will also use pollen data to generate vegetation (biome) reconstructions. By using tree-ring and pollen data, we can gain a better understanding of the paleoclimate and the spatial distribution of vegetation communities and how those changed over time. These data can be used to better understand changes in demography and how people responded to environmental change.
In Summer 2019, I attended the Santa Fe Institute’s Complex Systems Summer School, where I got to work in a highly collaborative and interdisciplinary international scientific community. For one of my projects, I got to merry my love of Sci-fi with complexity and agent-based modeling. Sci-fi agent-based modeling is an anthology and we wanted to build a community of collaborators for exploring sci-fi worlds. We also have an Instagram page (@Scifiabm).
Dr. Cheick Amed Diloma Gabriel Traore is a researcher specializing in modeling multi-agent systems. He earned his PhD from Cheikh Anta Diop University (UCAD) in Senegal. His doctoral research focused on the formalization and simulation of Sahelian transhumance as a complex adaptive system. Utilizing mathematical and computational techniques, he developed agent-based models to analyze the spatiotemporal dynamics of transhumant herds, taking into account factors such as herd behavior, environmental conditions, and socio-economic pressures.
To design the models for his dissertation, Dr. Traore conducted extensive fieldwork in Senegal. He collaborated with interdisciplinary teams to collect data on transhumant practices within the Sahelian ecosystem. With this data, he created a multi-objective optimization framework to model the movement decisions of transhumants and their herds. Additionally, he developed a real-time monitoring system for transhumant herds based on discrete mathematics. His doctoral research was funded by the CaSSECS project (Carbon Sequestration and Sustainable Ecosystem Services in the Sahel).
Before pursuing his PhD, Dr. Traore obtained both a master’s and a bachelor’s degree in mathematics from Nazi Boni University in Burkina Faso. During his studies, he developed a rectangular grid for image processing and applied the Hough transform to detect discrete lines. His master’s and bachelor’s degrees were funded by the Burkinabe government.
Currently, Dr. Traore is an Assistant Professor at the Institute of Computer Engineering and Telecommunications at the Polytechnic School of Ouagadougou. In addition to his role in student training, he is working on integrating viability theory with agent-based modeling to address sustainable development challenges in rapidly changing and complex socio-economic systems. His research has been published in several renowned conferences and scientific journals, and he continues to actively contribute to the fields of complex systems modeling and image processing.
Dr. William G. Kennedy, “Bill,” is continuing to learn in a third career, this time as an academic, a computational social scientist.
His first a career was in military service as a Naval Officer, starting with the Naval Academy, Naval PostGraduate School (as the first computer science student from the Naval Academy), and serving during the Cold War as part of the successful submarine-based nuclear deterrent. After six years of active duty service, he served over two decades in the Naval Reserves commanding three submarine and submarine-related reserve units and retiring after 30 years as a Navy Captain with several personal honors and awards.
His second career was in civilian public service: 10 years at the Nuclear Regulatory Commission and 15 years with the Department of Energy. At the NRC he rose to be an advisor to the Executive Director for Operations and the authority on issues concerning the reliance on human operators for reactor safety, participating in two fly-away accident response teams. He left the NRC for a promotion and to lead, as technical director, the entrepreneurial effort to explore the use of light-water and accelerator technologies for the production of nuclear weapons materials. That work led to him becoming the senior policy officer responsible for strategic planning and Departmental performance commitments, leading development of the first several DOE strategic plans and formal performance agreements between the Secretary of Energy and the President.
Upon completion of doctoral research in Artificial Intelligence outside of his DOE work, he began his third career as a scientist. That started with a fully funded, three-year post-doctoral research position in cognitive robotics at the Naval Research Laboratory sponsored by the National Academy of Science and expanding his AI background with research in experimental Cognitive Science. Upon completion, he joined the Center for Social Complexity, part of the Krasnow Institute for Advanced Study at George Mason University in 2008 where he is now the Senior Scientific Advisor. His research interests range from cognition at the individual level to models of millions of agents representing individual people. He is currently leading a multi-year project to characterize the reaction of the population of a mega-city to a nuclear WMD (weapon of mass destruction) event.
Dr. Kennedy holds a B.S. in mathematics from the U.S. Naval Academy, and Master of Science in Computer Science from the Naval PostGraduate School, and a Ph.D. in Information Technology from George Mason University and has a current security clearance. Dr. Kennedy is a member of Sigma Xi, the American Association for the Advancement of Science (AAAS), the Association for Computing Machinery (ACM), and a life member of Institute of Electrical and Electronics Engineers. He is a STEM volunteer with the Senior Scientists and Engineers/AAAS Volunteer Program for K-12 science, technology, engineering, and mathematics education in the DC-area schools.
Cognitive Science, Computational Social Science, Social Cognition, Autonomy, Cognitive Robotics
Displaying 10 of 131 results for "Puqing Wang" clear search