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 am fascinated by unraveling water-scarcity patterns. I am an expert in Integrated Assessment Modelling and Water Footprint Assessment. The concepts and tools that I have developed and applied all aim at availing knowledge at scales relevant to decision-makers in the water sector. During my PhD at the University of Twente I evaluated how spatiotemporal patterns of water availability relate to patterns of water use for a river basin in the semi-arid Northeast of Brazil. I have used agent-based modelling and developed the downstreamness concept to analyze the emergence of basin closure. This concept is helpful to water managers for identifying priority locations for intervention inside a river basin system. As a postdoc I continued to evaluate the relation between water use and availability and further broadened my scope to a wider range of related topics.

My research interests stand between natural resource management and ecological economics. The aim of my PhD project responds to the increasing demand for cross-disciplinary agent-based models that examine the disjunction between economic growth and more sustainable use of natural resources.

My research attempts to test the effectiveness of different governance and economic frameworks on managing natural resources sustainably at both regional and national levels. The goal is to simulate how communities and institutions manage the commons in complex socio-ecological systems through several case-studies, e.g. rainforest management in Australia. It is hoped that the models will highlight which combination of variables lead to positive trends in both economic and environmental indicators, which could stimulate more sustainable practices by governments, private sectors and civil society.

The particular focus of the research is the development of a spatial and Agent-Based Model to capture the motivations underlying the decision making of the various actors towards the investments in the quality of land and institutions, or other aspects of land use change. Inductive models (GIS and statistical based) can extrapolate existing land use patterns in time but cannot include actors decisions, learning and responses to new phenomena, e.g. new crops or soil conservation techniques. Therefore, more deductive (‘theory-driven’) approaches need to be used to complement the inductive (‘data-driven’) methods for a full grip on transition processes. Agent-Based Modeling is suitable for this work, in view of the number and types of actors (farmer, sedentary and transhumant herders, gender, ethnicity, wealth, local and supra-local) involved in land use and management. NetLogo framework could be use to facilitate modeling because it portray some desirable characteristics (agent based and spatially explicit). The model develop should provide social and anthropological insights in how farmers work and learn.

Down Networks is a real time, progressively agile non profit startup whose goals are to fund its research via pragmatically aggressive altruistic entrepreneurial pursuits informed by proprietary in-house techniques, open source technology and refined scientific methodology.

disaster resilience, flooding, ecosystem services, coupled human natural systems, land use change, hydrology, remote sensing, complexity science

All aspects of social simulation including: techniques, tools, applications, philosophy, methodology and interesting examples. Understanding complex social systems. Context-dependency and how it affects interaction and cognition. Complexity and how this impacts upon simulation modelling. Social aspects of cognition - or to put it another way - the social embedding of intelligence. Simulating how science works. Integrating qualitative evidence better into ABMs. And everything else.