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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.
complex systems science; implementation science; agent based modeling; health care infrastructure and population health; public health
Agent Based Modelling for spatial systems
Doing research on how the flood insurance system in the UK should be structured in the future to make it resilient for environmental change.
I am interested in the interface between biology and computation. I am especially focused on modelling and simulation of evolutionary processes.
I am an assistant professor in the Department of Computer Science at the Hamedan University of Technology, Hamedan, IRAN. I have completed my Ph.D. in Futures Studies (foresight) as an interdisciplinary field, an intersection of social sciences and engineering. My
background comes from computer science. For my Ph.D., I decided to pursue my education in Futures Studies; the field I thought I could apply engineering principles such as requirements engineering, analytical skills, design, modeling, planning, and, test engineering to shape the
desired futures. In PhD, I started the complex systems research field and agent-based modeling with NetLogo. In addition to several publications of papers, I published a book on complex systems titled “Futures Studies in Complex Systems” which was awarded as the book of the year by the Iranian Foresight Association.
Since May 2021, I started a research collaboration with TISSS Lab at the Johannes Gutenberg University Mainz as a project coordinator, the German Research Centre for AI, Human-Centered Multimedia, and the Centre for Research in Social Simulation. The project title is “AI for Assessment” and its objective is to understand the status quo and the future options of AI-based social assessment in public service provisions to help in the creation of improved AI technology for social welfare systems.
On the executive side, I have also various experiences, including head of the department, deputy of the Technology Incubator Center, director of university’s research affairs, and head of the International Scientific Cooperation Office.
Complex Systems, Social Modeling and Simulation
Engineering the Futures
Dr. Morteza Mahmoudzadeh is an assitant professor at the University of Azad at Tabriz in the Department of Managent and the director of the Policy Modeling Research Lab. Dr. Mahmoudzadeh did a degree in Software Engineering and a PhD in System Sciences. Dr. Mahmoudzadeh currently works on different regional and national wide projects about modeling sustaiblity and resilience of industrial ecosystems, innovation networks and socio-environmental systems. He also works on hybrid models of opinion dynamics and agent based models specifically in the field of modeling customers behavior and developing managerial tools for strategic marketing policy testing. His team at Policy Modeling Research Lab. currently work on developing a web based tool with python for systems modeling using system dynamics, Messa framework for agent-based modeling and Social Networks Analysis.
Modeling Complex systems, Simulation: System Dynamics, Agent Based and Discrete Event
System and Complexity Theory
Ecology - Natural Resources Management (Community-based management)
I worked on natural resources management modelling in STELLA. I developed a technical and scientific model to analyze soil, climate and biological conditions to explain how Bamboo ecosystem works and how people in Cundinamarca, Colombia could focus on a sustainable model for use and manage forestry resources.
Also, I worked on the seventh framework program named: Community-based management of Environmental Challenges in Latin America -COMET-LA-. The project built a learning arena with scientists, civil society and government to identify sustainable models for governance of natural resources in social-ecological systems located in a rural context from Colombia, México and Argentina.
I am interesting in research on Modelling of governance and Community-based management of natural resources.
Computational Modeling of knowledge diffusion in organizational contexts.
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