This article presents an overview of multi-agent system models of land-use/cover change
(MAS/LUCC models). This special class of LUCC models combines a cellular landscape …

The traditional financial paradigm seeks to understand financial markets by using models in
which markets are perfect, which includes agents who are “rational” and update their beliefs …

The computational complexity of two classes of market mechanisms is compared. First the
Walrasian interpretation in which prices are centrally computed by an auctioneer. Recent …

Market simulation is an increasingly important method for evaluating and training trading
strategies and testing" what if" scenarios. The extent to which results from these simulations …

Bitcoin and other similar digital currencies on blockchains are not ideal means for payment,
because their prices tend to go up in the long term (thus people are incentivized to hoard …

We define and study a rather complex market model, inspired from the Santa Fe artificial
market and the Minority Game. Agents have different strategies among which they can …

Perhaps the most difficult challenge in understanding social phenomena is their intractably
complex nature. For much of the 20th century social scientists attempted to unravel the …

The research presented in Chapter 4 (and the authorship of Section 4.9) was done in
collaboration with Ofer Melnik. The observation that coevolution can be regarded as a form …

This study addresses a critical regulatory shortfall by developing a platform to extend stress
testing from a microprudential approach to a dynamic, macroprudential approach. This …

We introduce ABIDES, an open source Agent-Based Interactive Discrete Event Simulation
environment. ABIDES is designed from the ground up to support agent-based research in …