Financial markets structure and behavior
Characterization of price fluctuations

structure of scientific revolutions, dynamics of innovation, exploration-exploitation dynamics

André Calero Valdez does research on Computational Communication Science investigating the influence of network structure and algorithms on communication flow using agent-based modeling.

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.

This paper investigates how collective action is affected when the interaction is driven by the underlying hierarchical structure of an organization, e.g., a company. The performance of collection action is measured as the rate of contribution to a public good, e.g., an organization’s objective.

My interests lie in the areas of market structure, macroprudential and microprudential policies and their interactions, international macroeconomics, political economy, international financial integration, banking, and systemic risk.

I am interested in questions of method, and in the application of computational social models to a wide variety of national security questions (such as counterterrorism and counterinsurgency) as well as decision-making around complex natural resources such as water. My methods interest center on the use of qualitative social theory to inform the structure of computational social models, and the ways in which such models handle qualitative data. This raises questions around the nature of data and the ways in which computational social models convey information to decision-makers.

Community assembly after intervention by coral transplantation

The potential of transplantation of scleractinian corals in restoring degraded reefs has been widely recognized. Levels of success of coral transplantation have been highly variable due to variable environmental conditions and interactions with other reef organisms. The community structure of the area being restored is an emergent outcome of the interaction of its components as well as of processes at the local level. Understanding the
coral reef as a complex adaptive system is essential in understanding how patterns emerge from processes at local scales. Data from a coral transplantation experiment will be used to develop an individual-based model of coral community development. The objectives of the model are to develop an understanding of assembly rules, predict trajectories and discover unknown properties in the development of coral reef communities in the context of reef restoration. Simulation experiments will be conducted to derive insights on community trajectories under different disturbance regimes as well as initial transplantation configurations. The model may also serve as a decision-support tool for reef restoration.

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 conduct long-term behavioral and ecological field research on several species in the primate community of Amazonian Ecuador to investigate the ways in which ecological conditions (such as the abundance and distribution of food resources) and the strategies of conspecifics together shape primate behavior and social relationships and ultimately determine the kinds of societies we see primates living in. This is a crucial and central focus in evolutionary anthropology, as understanding the ways in which behavior and social systems are shaped by environmental pressures is a fundamental part of the discipline.

I complement my field studies with molecular genetic laboratory work and agent-based simulation modeling in order to address issues that are typically difficult to explore through observational studies alone, including questions about dispersal behavior, gene flow, mating patterns, population structure, and the fitness consequences of individual behavior. In collaboration with colleagues, I have also started using molecular techniques to investigate a number of broader questions concerning the evolutionary history, social systems, and ecological roles of various New World primates.