Abstract: The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.
Abstract: In this paper, we provided a literature survey on the
artificial stock problem (ASM). The paper began by exploring the
complexity of the stock market and the needs for ASM. ASM
aims to investigate the link between individual behaviors (micro
level) and financial market dynamics (macro level). The variety of
patterns at the macro level is a function of the AFM complexity. The
financial market system is a complex system where the relationship
between the micro and macro level cannot be captured analytically.
Computational approaches, such as simulation, are expected to
comprehend this connection. Agent-based simulation is a simulation
technique commonly used to build AFMs. The paper proceeds by
discussing the components of the ASM. We consider the roles
of behavioral finance (BF) alongside the traditionally risk-averse
assumption in the construction of agent’s attributes. Also, the
influence of social networks in the developing of agents interactions is
addressed. Network topologies such as a small world, distance-based,
and scale-free networks may be utilized to outline economic
collaborations. In addition, the primary methods for developing
agents learning and adaptive abilities have been summarized.
These incorporated approach such as Genetic Algorithm, Genetic
Programming, Artificial neural network and Reinforcement Learning.
In addition, the most common statistical properties (the stylized facts)
of stock that are used for calibration and validation of ASM are
discussed. Besides, we have reviewed the major related previous
studies and categorize the utilized approaches as a part of these
studies. Finally, research directions and potential research questions
are argued. The research directions of ASM may focus on the macro
level by analyzing the market dynamic or on the micro level by
investigating the wealth distributions of the agents.
Abstract: We investigate an asymmetric connections model with a
dynamic network formation process, using an agent based simulation.
We permit heterogeneity of agents- value. Valuable persons seem
to have many links on real social networks. We focus on this
point of view, and examine whether valuable agents change the
structures of the terminal networks. Simulation reveals that valuable
agents diversify the terminal networks. We can not find evidence that
valuable agents increase the possibility that star networks survive the
dynamic process. We find that valuable agents disperse the degrees
of agents in each terminal network on an average.
Abstract: A major requirement for Grid application developers is ensuring performance and scalability of their applications. Predicting the performance of an application demands understanding its specific features. This paper discusses performance modeling and prediction of multi-agent based simulation (MABS) applications on the Grid. An experiment conducted using a synthetic MABS workload explains the key features to be included in the performance model. The results obtained from the experiment show that the prediction model developed for the synthetic workload can be used as a guideline to understand to estimate the performance characteristics of real world simulation applications.