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The Ph.D. research project is mainly focused on the study of the influence of emotional intelligence inside decision-making processes and on the social and emotional aspects of organizations.Furthermore, the research has taken into account the generative science paradigm: in this way, the general aim is the development of social simulations able to account organizational processes related with emotions and with the emotional intelligence from the bottom-up.
Complex Adaptive Systems, Data Analytics and Visualization
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.
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