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Direction of the Vector-Borne Disease Network (www.vecnet.org), an international research consortium developing modeling tools that support the development of new strategies to eliminate malaria.
I have a particular interest in the way in which social network structure influences dynamic processes operating over the netowrk, such as adoption of behaviour or spread of disease. More generally, I am interested in using complex systems methods to understand social phenomena.
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.
Andrew Crooks is an Associate Professor with a joint appointment between the Computational Social Science Program within the Department of Computational and Data Sciences and the Department of Geography and GeoInformation Science, which are part of the College of Science at George Mason University. His areas of expertise specifically relate to integrating agent-based modeling (ABM) and geographic information systems (GIS) to explore human behavior. Moreover, his research focuses on exploring and understanding the natural and socio-economic environments specifically urban areas using GIS, spatial analysis, social network analysis (SNA), Web 2.0 technologies and ABM methodologies.
GIS, Agent-based modeling, social network analysis
complex network and electronic commerce
Exhaustible natural resources
Fishery resources
Network game theory models
Agent-based models
I am a Ph.D. candidate in Computational Social Science (CSS) program at George Mason (GMU). I hold a MAIS from GMU and a Bachelor of Economics from the University of Tasmania. My research interests are the application of ABMs, network analysis, and machine learning to financial markets. My email address and website is [email protected] and www.aussiecas.com
I am interested in using agent-based model to understand the behavior of financial markets
I am interested in application of abm to dynamic network modeling for applications to social psychology
I am a geographer interested in exploring tourism system dynamics and assessing tourism’s role in environmental sustainability using agent-based modelling (ABM). My current work focus is on human complex systems interactions with the environment and on the application of tools (such as scenario analysis, network analysis and ABM) to explore topics systems adaptation, vulnerability and resilience to global change. I am also interested in looking into my PhD future research directions which pointed the potential of Big Data, social media and Volunteer Geographical Information to increase destination awareness.
I have extensive experience in GIS, quantitative and qualitative methods of research. My master thesis assessed the potential for automatic feature extraction from QuickBird imagery for municipal management purposes. During my PhD I have published and submitted several scientific papers in ISI indexed journals. I have a good research network in Portugal and I integrate an international research network on the topic “ABM meets tourism”. I am a collaborator in a recently awarded USA NCRCRD grant project “Using Agent Based Modelling to Understand and Enhance Rural Tourism Industry Collaboration” and applied for NSF funding with the project “Understanding and Enhancing the Resilience of Recreation and Tourism Dependent Communities in the Gulf”.
As a data scientist, I employ a variety of ecoinformatic tools to understand and improve the sustainability of complex social-ecological systems. I also apply Science and Technology Studies lenses to my modeling processes in order to see potential ways to make social-ecological system management more just. I prefer to work collaboratively with communities on modeling: teaching mapping and modeling skills, collaboratively building data representations and models, and analyzing and synthesizing community-held data as appropriate. At the same time, I look for ways to create space for qualitative and other forms of knowledge to reside alongside quantitative analysis, using mixed and integrative methods.
Recent projects include: 1) Studying Californian forest dynamics using Bayesian statistical models and object-based image analysis (datasets included forest inventories and historical aerial photographs); 2) Indigenous mapping and community-based modeling of agro-pastoral systems in rural Zimbabwe (methods included GPS/GIS, agent-based modeling and social network analysis); 3) Supporting Tribal science and environmental management on the Klamath River in California using historical aerial image analysis of land use/land cover change and social networks analysis of water quality management processes; 4) Bayesian statistical modeling of community-collected data on human uses of Marine Protected Areas in California.
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