期刊文献+
共找到184篇文章
< 1 2 10 >
每页显示 20 50 100
Complex adaptive system theory,agent-based modeling,and simulation in dominant technology formation
1
作者 ZHANG Ruihan SUN Bing 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2024年第1期130-153,共24页
Dominant technology formation is the key for the hightech industry to“cross the chasm”and gain an established foothold in the market(and hence disrupt the regime).Therefore,a stimulus-response model is proposed to i... Dominant technology formation is the key for the hightech industry to“cross the chasm”and gain an established foothold in the market(and hence disrupt the regime).Therefore,a stimulus-response model is proposed to investigate the dominant technology by exploring its formation process and mechanism.Specifically,based on complex adaptive system theory and the basic stimulus-response model,we use a combination of agent-based modeling and system dynamics modeling to capture the interactions between dominant technology and the socio-technical landscape.The results indicate the following:(i)The dynamic interaction is“stimulus-reaction-selection”,which promotes the dominant technology’s formation.(ii)The dominant technology’s formation can be described as a dynamic process in which the adaptation intensity of technology standards increases continuously until it becomes the leading technology under the dual action of internal and external mechanisms.(iii)The dominant technology’s formation in the high-tech industry is influenced by learning ability,the number of adopting users and adaptability.Therein,a“critical scale”of learning ability exists to promote the formation of leading technology:a large number of adopting users can promote the dominant technology’s formation by influencing the adaptive response of technology standards to the socio-technical landscape and the choice of technology standards by the socio-technical landscape.There is a minimum threshold and a maximum threshold for the role of adaptability in the dominant technology’s formation.(iv)The socio-technical landscape can promote the leading technology’s shaping in the high-tech industry,and different elements have different effects.This study promotes research on the formation mechanism of dominant technology in the high-tech industry,presents new perspectives and methods for researchers,and provides essential enlightenment for managers to formulate technology strategies. 展开更多
关键词 complex adaptive system theory agent-based modeling and simulation dominant technology socio-technical landscape adaptation-choice
下载PDF
An agent-based model of agricultural land expansion in the mountain forest of Timor Island,Indonesia
2
作者 PUJIONO Eko SADONO Ronggo +12 位作者 IMRON Muhammad Ali SUTOMO JANUAR Hedi Indra KUSWANDI Relawan KURNIAWAN Hery HADI Etik Erna Wati SAPUTRA Muhammad Hadi HIDAYAH Izhamil HUMAIDA Nida SUKMAWATI Jalma Giring HADIYAN Yayan NUGROHO Agung Wahyu HANI Aditya 《Journal of Mountain Science》 SCIE CSCD 2024年第7期2263-2282,共20页
The Mutis-Timau Forest Complex,located on Timor Island,Indonesia,is a mountainous tropical forest area that gradually decreases due to deforestation and forest degradation.Previous modelling studies based on patterns ... The Mutis-Timau Forest Complex,located on Timor Island,Indonesia,is a mountainous tropical forest area that gradually decreases due to deforestation and forest degradation.Previous modelling studies based on patterns indicate that deforestation primarily occurs at lower elevations and near the boundaries of forests and settlements,often associated with shifting cultivation by local farmers.This study adopts a process-based modelling approach,specifically the agent-based model,to simulate land changes,particularly farmers'expansion of agricultural land around the Mutis mountain forest.The underlying concept of this agent-based approach is the interaction between the human and environmental systems.Farmers,representing the human system,interact with the land,which represents the environmental system,through land use decision-making mechanisms.The research was conducted in the Community Forest of the Timor Tengah Utara District,one of the sites within the Mutis-Timau Forest Complex with the highest deforestation rate.Land use change simulations were performed using agent-based modelling from 1999 to 2030,considering the socio-economic conditions of farmers,spatial preferences,land use decisions,and natural transitions.The results revealed that the agricultural area increased by 14%under the Business as Usual scenario and 5%under the Reducing Emission from Deforestation and Forest Degradation scenario,compared to the initial agricultural area of 245 hectares.The probability of farmers deciding to extend agricultural activities was positively associated with the number of livestock maintained by farmers and the size of the village area.Conversely,the likelihood of farmers opting for agricultural extensification decreased with an increase in the area of private land and the farmer's age.These findings are crucial for the managers of the Mutis-Timau Forest Complex and other relevant stakeholders,as they aid in arranging actions to combat deforestation,designing proper forest-related policies,and providing support for initiatives such as reducing emissions from deforestation and forest degradation programs or further incentive schemes. 展开更多
关键词 Agricultural land expansion Simulation agent-based model FARMER DEFORESTATION Mountainous tropical forest
下载PDF
Investigating impacts of different building contents on the post-earthquake evacuation time using an agent-based model with considering turning behavior
3
作者 Bao Yu 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2024年第4期939-955,共17页
Accurate assessment of crowd evacuation inside the post-earthquake environment is critical from many perspectives,but this issue receives much less attention compared to the seismic losses of structural and non-struct... Accurate assessment of crowd evacuation inside the post-earthquake environment is critical from many perspectives,but this issue receives much less attention compared to the seismic losses of structural and non-structural components.This could be attributed to the fact that post-earthquake evacuation analysis is complex due to the interaction between human behavior and the actual built environment induced by different building contents.This study attempts to tackle this problem by investigating the impacts of different building contents on post-earthquake evacuation time by using an agent-based model that considers turning behavior.To this end,the agent-based model is first described,including:properties of the agent-based model with turning behavior,key aspects in its formulation considering different evacuation stages,and influence of different building contents(namely,debris from partition walls and ceiling systems,and various types of equipment)on the agent’s behavior.Subsequently,a school building is used as a benchmark problem to validate the model without earthquake,and the findings indicate that the agent-based model can match the real safety drill results reasonably well.After the validation,the school building is subsequently designed in accordance with modern seismic design codes,and the influence of debris and equipment on post-earthquake evacuation time is quantitatively studied using a suite of pulse-type ground motions as input.Based on this case study,recommendations are made for structural and architectural designers in an effort to reduce the potential evacuation time.Specifically,debris induced by partition walls or ceiling systems should be controlled as it has the greatest impact on the total evacuation time. 展开更多
关键词 seismic fragility EVACUATION agent-based model route choice built environment
下载PDF
The relationship between compartment models and their stochastic counterparts:A comparative study with examples of the COVID-19 epidemic modeling
4
作者 Ziyu Zhao Yi Zhou +6 位作者 Jinxing Guan Yan Yan Jing Zhao Zhihang Peng Feng Chen Yang Zhao Fang Shao 《Journal of Biomedical Research》 CAS CSCD 2024年第2期175-188,I0016-I0018,共17页
Deterministic compartment models(CMs)and stochastic models,including stochastic CMs and agent-based models,are widely utilized in epidemic modeling.However,the relationship between CMs and their corresponding stochast... Deterministic compartment models(CMs)and stochastic models,including stochastic CMs and agent-based models,are widely utilized in epidemic modeling.However,the relationship between CMs and their corresponding stochastic models is not well understood.The present study aimed to address this gap by conducting a comparative study using the susceptible,exposed,infectious,and recovered(SEIR)model and its extended CMs from the coronavirus disease 2019 modeling literature.We demonstrated the equivalence of the numerical solution of CMs using the Euler scheme and their stochastic counterparts through theoretical analysis and simulations.Based on this equivalence,we proposed an efficient model calibration method that could replicate the exact solution of CMs in the corresponding stochastic models through parameter adjustment.The advancement in calibration techniques enhanced the accuracy of stochastic modeling in capturing the dynamics of epidemics.However,it should be noted that discrete-time stochastic models cannot perfectly reproduce the exact solution of continuous-time CMs.Additionally,we proposed a new stochastic compartment and agent mixed model as an alternative to agent-based models for large-scale population simulations with a limited number of agents.This model offered a balance between computational efficiency and accuracy.The results of this research contributed to the comparison and unification of deterministic CMs and stochastic models in epidemic modeling.Furthermore,the results had implications for the development of hybrid models that integrated the strengths of both frameworks.Overall,the present study has provided valuable epidemic modeling techniques and their practical applications for understanding and controlling the spread of infectious diseases. 展开更多
关键词 compartment models agent-based models compartment-agent mixed models comparative study COVID-19
下载PDF
Dynamics of Land Use/Land Cover Considering Ecosystem Services for a Dense-Population Watershed Based on a Hybrid Dual-Subject Agent and Cellular Automaton Modeling Approach
5
作者 Yutong Li Yanpeng Cai +3 位作者 Qiang Fu Xiaodong Zhang Hang Wan Zhifeng Yang 《Engineering》 SCIE EI CAS CSCD 2024年第6期182-195,共14页
Land use/land cover represents the interactive and comprehensive influences between human activities and natural conditions,leading to potential conflicts among natural and human-related issues as well as among stakeh... Land use/land cover represents the interactive and comprehensive influences between human activities and natural conditions,leading to potential conflicts among natural and human-related issues as well as among stakeholders.This study introduced economic standards for farmers.A hybrid approach(CA-ABM)of cellular automaton(CA)and an agent-based model(ABM)was developed to effectively deal with social and land-use synergic issues to examine human–environment interactions and projections of land-use conversions for a humid basin in south China.Natural attributes and socioeconomic data were used to analyze land use/land cover and its drivers of change.The major modules of the CA-ABM are initialization,migration,assets,land suitability,and land-use change decisions.Empirical estimates of the factors influencing the urban land-use conversion probability were captured using parameters based on a spatial logistic regression(SLR)model.Simultaneously,multicriteria evaluation(MCE)and Markov models were introduced to obtain empirical estimates of the factors affecting the probability of ecological land conversion.An agent-based CA-SLR-MCE-Markov(ABCSMM)land-use conversion model was proposed to explore the impacts of policies on land-use conversion.This model can reproduce observed land-use patterns and provide links for forest transition and urban expansion to land-use decisions and ecosystem services.The results demonstrated land-use simulations under multi-policy scenarios,revealing the usefulness of the model for normative research on land-use management. 展开更多
关键词 Land use/land cover Human-environment interactions agent-based model Cellular automaton
下载PDF
A Cautionary Note on the Application of GIS in Spatial Optimization Modeling
6
作者 Bin Zhou 《Journal of Geographic Information System》 2024年第1期89-113,共25页
Spatial optimization as part of spatial modeling has been facilitated significantly by integration with GIS techniques. However, for certain research topics, applying standard GIS techniques may create problems which ... Spatial optimization as part of spatial modeling has been facilitated significantly by integration with GIS techniques. However, for certain research topics, applying standard GIS techniques may create problems which require attention. This paper serves as a cautionary note to demonstrate two problems associated with applying GIS in spatial optimization, using a capacitated p-median facility location optimization problem as an example. The first problem involves errors in interpolating spatial variations of travel costs from using kriging, a common set of techniques for raster files. The second problem is inaccuracy in routing performed on a graph directly created from polyline shapefiles, a common vector file type. While revealing these problems, the paper also suggests remedies. Specifically, interpolation errors can be eliminated by using agent-based spatial modeling while the inaccuracy in routing can be improved through altering the graph topology by splitting the long edges of the shapefile. These issues suggest the need for caution in applying GIS in spatial optimization study. 展开更多
关键词 Spatial Optimization GIS agent-based model Covariance Function INTERPOLATION
下载PDF
Agent-Based Network Modeling Study of Immune Responses in Progression of Ulcerative Colitis 被引量:1
7
作者 Dao-rong Wu Hai-shan Yu Jie-lou Liao 《Chinese Journal of Chemical Physics》 SCIE CAS CSCD 2018年第2期238-244,246,共8页
Ulcerative colitis, an inflammatory bowel disease, is a chronic inflammatory disorder that results in ulcers of the colon and rectum without known etiology. Ulcerative colitis causes a huge public health care burden p... Ulcerative colitis, an inflammatory bowel disease, is a chronic inflammatory disorder that results in ulcers of the colon and rectum without known etiology. Ulcerative colitis causes a huge public health care burden particularly in developed countries. Many studies suggest that ulcerative colitis results from an abnormal immune response against components of cornrnensal rnicrobiota in genetically susceptible individuals. However, understanding of the disease mechanisms at cellular and molecular levels remains largely elusive. In this paper, a network model is developed based on our previous study and computer simulations are perforrned using an agent-based network modeling to elucidate the dynamics of immune response in ulcerative colitis progression. Our modeling study identifies several important positive feedback loops as a driving force for ulcerative colitis initiation and progression. The results demonstrate that although immune response in ulcerative colitis patients is dominated by anti-inflarnrnatory/regulatory cells such as alternatively activated rnacrophages and type II natural killer T cells, proinflarnrnatory cells including classically activated rnacrophages, T helper 1 and T helper 17 cells, and their secreted cytokines tumor necrosis factor-α, interleukin-12, interleukin-23, interleukin-17 and interferon-γ remain at certain levels (lower than those in Crohn's disease, another inflammatory bowel disease). Long-terrn exposure to these proinflarnrnatory components, causes rnucosal tissue damage persistently, leading to ulcerative colitis. Our simulation results are qualitatively in agreement with clinical and laboratory measurements, offering novel insight into the disease mechanisms. 展开更多
关键词 Network model agent-based method Irnrnune response Ulcerative colitis
下载PDF
Agent-Based Modeling: An Application to Natural Resource Management
8
作者 Inocencio Rodríguez González Gerard E. D’Souza Zarina Ismailova 《Journal of Environmental Protection》 2018年第9期991-1019,共29页
Computer programs have been categorized as a useful tool to evaluate the complexity of systems. In fact, agent-based modeling (ABM) is considered a new method to model complex systems characterized by the role of inde... Computer programs have been categorized as a useful tool to evaluate the complexity of systems. In fact, agent-based modeling (ABM) is considered a new method to model complex systems characterized by the role of independent and interrelating agents. Simulations contribute in estimating and comprehending emerging behaviors that require the development of new regulations for local agents that would make improvements to the system. This paper offers an example of a methodology and a process utilized to develop a simulation model named Befergyonet, an ABM used to conduct computer simulations within a spatio-intertemporal environment. The methodology discussed in this paper is intended solely to stimulate the use of innovative computer programs to simulate complex systems as an approach to represent real world events and may be a methodological guide for readers interested in developing their own ABM. 展开更多
关键词 agent-based modeling DYNAMIC Systems ENVIRONMENTAL ECONOMICS NETLOGO Simulation
下载PDF
技术创新难度对高科技企业最优创新投入的影响——基于Agent-Based Model的分析 被引量:1
9
作者 伍云鹏 董正英 《科技与经济》 2014年第5期44-48,共5页
通过Agent-Based Model模拟了高技术企业的发展环境,分析了不同技术创新门槛下企业技术的发展状况。研究发现,高技术创新门槛阻碍了市场最高技术水平的发展,但能提升市场平均技术水平及公司数目。同时,企业研发活动存在能实现最大技术... 通过Agent-Based Model模拟了高技术企业的发展环境,分析了不同技术创新门槛下企业技术的发展状况。研究发现,高技术创新门槛阻碍了市场最高技术水平的发展,但能提升市场平均技术水平及公司数目。同时,企业研发活动存在能实现最大技术增长的最优创新研发投入比例,并且随着技术创新门槛的提升,企业的研发政策向模仿性投入倾斜。由此可知,针对有高技术创新门槛的高科技企业,政府应提升专利保护强度以影响企业的最优研发政策,保证高新技术产业的健康发展。 展开更多
关键词 agent-based model 高技术产业 技术创新门槛
下载PDF
A goal-based approach for modeling and simulation of different types of system-of-systems
10
作者 FENG Yimin ZHOU Chenchu +3 位作者 ZOU Qiang LIU Yusheng LYU Jiyuan WU Xinfeng 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2023年第3期627-640,共14页
A system of systems(SoS)composes a set of independent constituent systems(CSs),where the degree of authority to control the independence of CSs varies,depending on different SoS types.Key researchers describe four SoS... A system of systems(SoS)composes a set of independent constituent systems(CSs),where the degree of authority to control the independence of CSs varies,depending on different SoS types.Key researchers describe four SoS types with descending levels of central authority:directed,acknowledged,collaborative and virtual.Although the definitions have been recognized in SoS engineering,what is challenging is the difficulty of translating these definitions into models and simulation environments.Thus,we provide a goal-based method including a mathematical baseline to translate these definitions into more effective agent-based modeling and simulations.First,we construct the theoretical models of CS and SoS.Based on the theoretical models,we analyze the degree of authority influenced by SoS characteristics.Next,we propose a definition of SoS types by quantitatively explaining the degree of authority.Finally,we recognize the differences between acknowledged SoS and collaborative SoS using a migrating waterfowl flock by an agentbased model(ABM)simulation.This paper contributes to the SoS body of knowledge by increasing our understanding of the degree of authority in an SoS,so we may identify suitable SoS types to achieve SoS goals by modeling and simulation. 展开更多
关键词 SIMULATION systems agent-based modeling systemsof-systems(SoS) systems thinking
下载PDF
Agent-Based Model: A Surging Tool to Simulate Infectious Diseases in the Immune System 被引量:3
11
作者 Zhen Z. Shi Chih-Hang Wu David Ben-Arieh 《Open Journal of Modelling and Simulation》 2014年第1期12-22,共11页
Agent-based models (ABMs) are capable of constructing individual system components at different levels of representation to describe non-linear relationships between those components. Compared to a traditional mathema... Agent-based models (ABMs) are capable of constructing individual system components at different levels of representation to describe non-linear relationships between those components. Compared to a traditional mathematical modeling approach, agent-based models have an inherent spatial component with which they can easily describe local interactions and environmental heterogeneity. Furthermore, agent-based model maps interactions among agents inherently to the biological phenomenon by embedding the stochastic nature and dynamics transitions, thereby demonstrating suitability for the development of complex biological processes. Recently, an abundance of literature has presented application of agent-based modeling in the biological system. This review focuses on application of agent-based modeling to progression in simulation of infectious disease in the human immune system and discusses advantages and disadvantages of agent-based modeling application. Finally, potential implementation of agent-based modeling in relation to infectious disease modeling in future research is explored. 展开更多
关键词 agent-based model Complex BIOLOGICAL Processes PROGRESSION of INFECTIOUS DISEASE
下载PDF
Emulating a System Dynamics Model with Agent-Based Models: A Methodological Case Study in Simulation of Diabetes Progression 被引量:1
12
作者 Jack Schryver James Nutaro Mallikarjun Shankar 《Open Journal of Modelling and Simulation》 2015年第4期196-214,共19页
An agent-based simulation model hierarchy emulating disease states and behaviors critical to progression of diabetes type 2 was designed and implemented in the DEVS framework. This model was built to approximately rep... An agent-based simulation model hierarchy emulating disease states and behaviors critical to progression of diabetes type 2 was designed and implemented in the DEVS framework. This model was built to approximately reproduce some essential findings that were previously reported for a rather complex model of diabetes progression. Our models are translations of basicelements of this previously reported system dynamics model of diabetes. The system dynamics model, which mimics diabetes progression over an aggregated US population, was disaggregated and reconstructed bottom-up at the individual (agent) level. Four levels of model complexity were defined in order to systematically evaluate which parameters are needed to mimic outputs of the system dynamics model. The four estimated models attempted to replicate stock counts representing disease states in the system dynamics model while estimating impacts of an elderliness factor, obesity factor and health-related behavioral parameters. Health-related behavior was modeled as a simple realization of the Theory of Planned Behavior, a joint function of individual attitude and diffusion of social norms that spread over each agent’s social network. Although the most complex agent-based simulation model contained 31 adjustable parameters, all models were considerably less complex than the system dynamics model which required numerous time series inputs to make its predictions. All three elaborations of the baseline model provided significantly improved fits to the output of the system dynamics model, although behavioral factors appeared to contribute more than the elderliness factor. The results illustrate a promising approach to translate complex system dynamics models into agent-based model alternatives that are both conceptually simpler and capable of capturing main effects of complex local agent-agent interactions. 展开更多
关键词 agent-based SIMULATION DIABETES PROGRESSION Healthcare HEALTH BEHAVIOR modeling
下载PDF
Adaptive pandemic management strategies for construction sites:An agent-based modeling approach
13
作者 Chengqian LI Qi FANG +3 位作者 Ke CHEN Zhikang BAO Zehao JIANG Wenli LIU 《Frontiers of Engineering Management》 CSCD 2024年第2期288-310,共23页
In the face of sudden pandemics,it becomes crucial for project managers to quickly adapt and make informed decisions that anticipate the consequences of their actions.This highlights the need for proactive management ... In the face of sudden pandemics,it becomes crucial for project managers to quickly adapt and make informed decisions that anticipate the consequences of their actions.This highlights the need for proactive management strategies to enhance epidemic response efforts.However,current research mainly emphasizes the negative impacts of pandemics,often neglecting the development of adaptable management approaches for construction sites.This study aims to fill this research void by developing strategies tailored to managing pandemics at construction sites.Using agent-based modeling,the study simulates the movement patterns of workers and the consequent spread of an epidemic under different risk scenarios and management tactics.The results indicate that measures such as wearing masks,managing group activities,and enforcing entry controls can significantly reduce epidemic spread on construction sites,with entry controls showing the greatest effectiveness. 展开更多
关键词 epidemic transmission agent-based modeling safety management management strategy
原文传递
Evaluating innovation ecosystem resiliency using agent-based modeling and systems dynamics
14
作者 Soheila Abdi Mehdi Yazdani Esmaeil Najafi 《Journal of Safety Science and Resilience》 EI CSCD 2024年第2期204-221,共18页
Evaluating the resilience of the innovation ecosystem to maintain its performance,in the sense of resistance to disruption and recovery after it,has recently received more attention.Several studies have been conducted... Evaluating the resilience of the innovation ecosystem to maintain its performance,in the sense of resistance to disruption and recovery after it,has recently received more attention.Several studies have been conducted to model different ecosystems and evaluate their resilience.However,modeling the innovation ecosystem from a holistic perspective and performing a quantitative assessment of its resilience have received less attention.This paper models the innovation ecosystem holistically and evaluates its resilience index using a quantitative approach through five main steps.In the first step,a case study related to the innovation ecosystem of Iran's Ministry of Energy,called the Power Innovation Ecosystem,is modeled by combining system dynamics and agent-based modeling.Upon validating the model in the second step,the disruption of the loss of experts is investigated in the third step,and all possible actions to recover each actor are analyzed.In the fourth step,the performance of the ecosystem is simulated before and after the disruption using the data gathered in the previous steps.Finally,resilience is calculated in two different ways in the fifth step.Several improvement solutions are also suggested when considering that the resilience index of the innovation ecosystem is at a medium level.This research may assist policymakers in observing the resilience level of the innovation ecosystem based on the proposed model.By applying strategic changes to this model,they can determine the effects of their policies and make the most appropriate decisions to increase the resilience of the innovation ecosystem. 展开更多
关键词 Resilience index innovation ecosystem System dynamics agent-based modeling
原文传递
A New Formula for Partitions in a Set of Entities into Empty and Nonempty Subsets, and Its Application to Stochastic and Agent-Based Computational Models
15
作者 Ghennadii Gubceac Roman Gutu Florentin Paladi 《Applied Mathematics》 2013年第10期14-21,共8页
In combinatorics, a Stirling number of the second kind S (n,k)? is the number of ways to partition a set of n objects into k nonempty subsets. The empty subsets are also added in the models presented in the article in... In combinatorics, a Stirling number of the second kind S (n,k)? is the number of ways to partition a set of n objects into k nonempty subsets. The empty subsets are also added in the models presented in the article in order to describe properly the absence of the corresponding type i of state in the system, i.e. when its “share” Pi =0?. Accordingly, a new equation for partitions P (N, m)? in a set of entities into both empty and nonempty subsets was derived. The indistinguishableness of particles (N identical atoms or molecules) makes only sense within a cluster (subset) with the size?0≤ni ≥N. The first-order phase transition is indeed the case of transitions, for example in the simplest interpretation, from completely liquid state?typeL = {n1 =N, n2 = 0} to the completely crystalline state??typeC= {n1 =0, n2 = N }. These partitions are well distinguished from the physical point of view, so they are ‘typed’ differently in the model. Finally, the present developments in the physics of complex systems, in particular the structural relaxation of super-cooled liquids and glasses, are discussed by using such stochastic cluster-based models. 展开更多
关键词 PARTITIONS agent-based models STOCHASTIC Processes Complex Systems
下载PDF
银行部门与实体经济间的风险反馈效应——基于Agent-Based Model的研究
16
作者 荆思寒 《东北财经大学学报》 2017年第6期37-44,共8页
本文通过企业部门的信贷需求与银行部门的信贷供给,建立起实体经济与金融部门之间的信贷联系,从而构建了银行—企业间Agent-Based Model。企业的信贷需求和银行的信贷供给构成了风险传染与经济波动内生联系的微观基础。在此模型基础上,... 本文通过企业部门的信贷需求与银行部门的信贷供给,建立起实体经济与金融部门之间的信贷联系,从而构建了银行—企业间Agent-Based Model。企业的信贷需求和银行的信贷供给构成了风险传染与经济波动内生联系的微观基础。在此模型基础上,本文研究银行与企业部门之间风险传染的内生性演化规律。并模拟了系统性冲击下,利率政策、坏账剥离和资本注入等政策手段对控制风险、维持金融系统稳定的影响效果。研究发现:外生冲击会破坏经济系统的稳定,导致市场的自我调节机制失效。同时,冲击结束后系统需要花费相当长的时间来"自我修复"。而利率政策、资本注入和坏账剥离等政策手段能够有效加速系统修复。相比而言,利率政策的短期效果更加明显,资本注入的长期效果更加显著。 展开更多
关键词 银行与企业 实体经济 风险传染 信用网络 agent-based model
下载PDF
Visualization of Percolation Threshold Phenomena in an Agent-Based Model
17
作者 Bruce Paizen Jay Kraut Marcia R. Friesen Robert (Bob) D. McLeod 《通讯和计算机(中英文版)》 2013年第9期1190-1195,共6页
关键词 网格模型 移动代理 可视化 渗流阈值 软件工具 渗流模型 流行病模型 渗流理论
下载PDF
An agent-based simulation with NetLogo platform to evaluate forward osmosis process(PRO Mode) 被引量:1
18
作者 Mostafa Taherian Seyed Mahmoud Mousavi Hooman Chamani 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2018年第12期2487-2494,共8页
Forward osmosis(FO), as an emerging technology, is influenced by different factors such as operating conditions,module characteristics, and membrane properties. The general aim of this study was to develop a suitable(... Forward osmosis(FO), as an emerging technology, is influenced by different factors such as operating conditions,module characteristics, and membrane properties. The general aim of this study was to develop a suitable(flexible,comprehensive, and convenient to use) computational tool which is able to simulate osmosis through an asymmetric membrane oriented in pressure retarded osmosis(PRO) mode in a wide variety of scenarios. For this purpose, an agent-based model was created in NetLogo platform, which is an easy-to-use application environment with graphical visualization abilities and well suited for modeling a complex system evolving over time. The simulation results were validated with empirical data obtained from literature and a great agreement was observed. The effect of various parameters on process performance was investigated in terms of temperature,cross-flow velocity, length of the module, pure water permeability coefficient, and structural parameter of the membrane. Results demonstrated that the increase in all parameters, except structural parameter of the membrane and the length of module led to the increase of average water flux. Moreover, nine different draw solutes were selected in order to assess the influence of net bulk osmotic pressure difference between the draw solution(DS) and feed solution(FS)(known as the driving force of FO process) on water flux. Based on the findings of this paper, the performance of FO process(PRO mode) can be efficiently evaluated using the NetL ogo platform. 展开更多
关键词 agent-based model FORWARD osmosis (PRO mode) Membranes Net Logo PLATFORM Simulation Water flux
下载PDF
Simulation of game analysis based on an agent-based artificial stock market re-examined 被引量:1
19
作者 LIU Cheng WU Yi-li YAN Gang-feng 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2006年第4期564-569,共6页
This work re-examined the simulation result of game analysis (Joshi et al., 2000) based on an agent-based model, Santa Fe Institute Artificial Stock Market. Allowing for recent research work on this artificial model, ... This work re-examined the simulation result of game analysis (Joshi et al., 2000) based on an agent-based model, Santa Fe Institute Artificial Stock Market. Allowing for recent research work on this artificial model, this paper’s modified game simulations found that the dividend amplitude parameter is a crucial factor and that the original conclusion still holds in a not long period, but only when the dividend amplitude is large enough. Our explanation of this result is that the dividend amplitude pa- rameter is a measurement of market uncertainty. The greater the uncertainty, the greater the price volatility, and so is the risk of investing in the stock market. The greater the risk, the greater the advantage of including technical rules. 展开更多
关键词 agent-based model Technical trading Asset prices SIMULATION
下载PDF
Manipulation of the Bitcoin market:an agent-based study 被引量:1
20
作者 Peter Fratrič Giovanni Sileno +1 位作者 Sander Klous Tom van Engers 《Financial Innovation》 2022年第1期1597-1625,共29页
Fraudulent actions of a trader or a group of traders can cause substantial disturbance to the market,both directly influencing the price of an asset or indirectly by misin-forming other market participants.Such behavi... Fraudulent actions of a trader or a group of traders can cause substantial disturbance to the market,both directly influencing the price of an asset or indirectly by misin-forming other market participants.Such behavior can be a source of systemic risk and increasing distrust for the market participants,consequences that call for viable countermeasures.Building on the foundations provided by the extant literature,this study aims to design an agent-based market model capable of reproducing the behavior of the Bitcoin market during the time of an alleged Bitcoin price manipulation that occurred between 2017 and early 2018.The model includes the mechanisms of a limit order book market and several agents associated with different trading strategies,including a fraudulent agent,initialized from empirical data and who performs market manipulation.The model is validated with respect to the Bitcoin price as well as the amount of Bitcoins obtained by the fraudulent agent and the traded volume.Simulation results provide a satisfactory fit to historical data.Several price dips and volume anomalies are explained by the actions of the fraudulent trader,completing the known body of evidence extracted from blockchain activity.The model suggests that the presence of the fraudulent agent was essential to obtain Bitcoin price development in the given time period;without this agent,it would have been very unlikely that the price had reached the heights as it did in late 2017.The insights gained from the model,especially the connection between liquidity and manipulation efficiency,unfold a discussion on how to prevent illicit behavior. 展开更多
关键词 agent-based modelling Cryptocurrency Market manipulation LIQUIDITY Bitcoin
下载PDF
上一页 1 2 10 下一页 到第
使用帮助 返回顶部