Displaying 10 of 213 results for "Brian Mac Namee" 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 have been working in the software implementation of different kinds of complex networks inspired in real-life populations. My software may be classified on several categories: complex networks, Aedes aegypti development, dengue epidemics, cultural behavior of populations. I am also researching in education of Deaf people in Colombia.
My research focuses on applied marine ecology and environmental management, particularly with coastal fish assemblages. Research interests include fish ecology, environmental monitoring and assessment methodology and individual-based models.
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
Financial markets structure and behavior
Characterization of price fluctuations
I am interested in modeling social behavior. I have been working in the field of labor economics and industrial relations and how micro-simulations determine aggregate outcomes.
Displaying 10 of 213 results for "Brian Mac Namee" clear search