Incorporating technology buying behaviour into UK-based long term domestic stock energy models to provide improved policy analysis

The UK has a target for an 80% reduction in CO2 emissions by 2050 from a 1990 base. Domestic energy use accounts for around 30% of total emissions. This paper presents a comprehensive review of existing models and modelling techniques and indicates how they might be improved by considering individual buying behaviour. Macro (top-down) and micro (bottom-up) models have been reviewed and analysed. It is found that bottom-up models can project technology diffusion due to their higher resolution. The weakness of existing bottom-up models at capturing individual green technology buying behaviour has been identified. Consequently, Markov chains, neural networks and agent-based modelling are proposed as possible methods to incorporate buying behaviour within a domestic energy forecast model. Among the three methods, agent-based models are found to be the most promising, although a successful agent approach requires large amounts of input data. A prototype agent-based model has been developed and tested, which demonstrates the feasibility of an agent approach. This model shows that an agent-based approach is promising as a means to predict the effectiveness of various policy measures.

Linking pesticide exposure and spatial dynamics: An individual-based model of wood mouse (Apodemus sylvaticus) populations in agricultural landscapes

The wood mouse is a common and abundant species in agricultural landscape and is a focal species in pesticide risk assessment. Empirical studies on the ecology of the wood mouse have provided sufficient information for the species to be modelled mechanistically. An individual-based model was constructed to explicitly represent the locations and movement patterns of individual mice. This together with the schedule of pesticide application allows prediction of the risk to the population from pesticide exposure. The model included life-history traits of wood mice as well as typical landscape dynamics in agricultural farmland in the UK. The model obtains a good fit to the available population data and is fit for risk assessment purposes. It can help identify spatio-temporal situations with the largest potential risk of exposure and enables extrapolation from individual-level endpoints to population-level effects. Largest risk of exposure to pesticides was found when good crop growth in the “sink” fields coincided with high “source” population densities in the hedgerows. Keywords: Population dynamics, Pesticides, Ecological risk assessment, Habitat choice, Agent-based model, NetLogo

Multi-agent simulation of sawmill yard operations

This paper reports the findings of using multi-agent based simulation model to evaluate the sawmill yard operations within a large privately owned sawmill in Sweden, Bergkvist Insjön AB in the current case. Conventional working routines within sawmill yard threaten the overall efficiency and thereby limit the profit margin of sawmill. Deploying dynamic work routines within the sawmill yard is not readily feasible in real time, so discrete event simulation model has been investigated to be able to report optimal work order depending on the situations. Preliminary investigations indicate that the results achieved by simulation model are promising. It is expected that the results achieved in the current case will support Bergkvist-Insjön AB in making optimal decisions by deploying efficient work order in sawmill yard.

Designing Agent-Oriented Systems by Analysing Agent Interactions

We propose a preliminary methodology for agent-oriented software engineering based on the idea of agent interaction analysis. This approach uses interactions between undetermined agents as the primary component of analysis and design. Agents as a basis for software engineering are useful because they provide a powerful and intuitive abstraction which can increase the comprehensiblity of a complex design. The paper describes a process by which the designer can derive the interactions that can occur in a system satisfying the given requirements and use them to design the structure of an agent-based system, including the identification of the agents themselves. We suggest that this approach has the flexibility necessary to provide agent-oriented designs for open and complex applications, and has value for future maintenance and extension of these systems.

Case studies for contract-based systems

Of the ways in which agent behaviour can be regulated in a multiagent system, electronic contracting – based on explicit representation of different parties' responsibilities, and the agreement of all parties to them – has significant potential for modern industrial applications. Based on this assumption, the CONTRACT project aims to develop and apply electronic contracting and contract-based monitoring and verification techniques in real world applications. This paper presents results from the initial phase of the project, which focused on requirements solicitation and analysis. Specifically, we survey four use cases from diverse industrial applications, examine how they can benefit from an agent-based electronic contracting infrastructure and outline the technical requirements that would be placed on such an infrastructure. We present the designed CONTRACT architecture and describe how it may fulfil these requirements. In addition to motivating our work on the contract-based infrastructure, the paper aims to provide a much needed community resource in terms of use case themselves and to provide a clear commercial context for the development of work on contract-based system.

An evolving possibilistic fuzzy modeling approach for value-at-risk estimation

Market risk exposure plays a key role for nancial institutions risk management. A possible measure for this exposure is to evaluate losses likely to incurwhen the price of the portfolio's assets declines using Value-at-Risk (VaR) estimates, one of the most prominent measure of nancial downside market risk. This paper suggests an evolving possibilistic fuzzy modeling approach for VaR estimation. The approach is based on an extension of the possibilistic fuzzy c-means clustering and functional fuzzy rule-based modeling, which employs memberships and typicalities to update clusters and creates new clusters based on a statistical control distance-based criteria. ePFM also uses an utility measure to evaluate the quality of the current cluster structure. Computational experiments consider data of the main global equity market indexes of United States, London, Germany, Spain and Brazil from January 2000 to December 2012 for VaR estimation using ePFM, traditional VaR benchmarks such as Historical Simulation, GARCH, EWMA, and Extreme Value Theory and state of the art evolving approaches. The results show that ePFM is a potential candidate for VaR modeling, with better performance than alternative approaches.

Exploring community assembly through an individual-based model for trophic interactions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Jogo da Minoria: um modelo baseado em agentes aplicado ao mercado financeiro

Nos últimos anos houve uma contribuição significativa dos físicos para a construção de um tipo de modelo baseado em agentes que busca reproduzir, em simulação computacional, o comportamento do mercado financeiro. Esse modelo, chamado Jogo da Minoria consiste de um grupo de agentes que vão ao mercado comprar ou vender ativos. Eles tomam decisões com base em estratégias e, por meio delas, os agentes estabelecem um intrincado jogo de competição e coordenação pela distribuição da riqueza. O modelo tem demonstrado resultados bastante ricos e surpreendentes, tanto na dinâmica do sistema como na capacidade de reproduzir características estatísticas e comportamentais do mercado financeiro. Neste artigo, são apresentadas a estrutura e a dinâmica do Jogo da Minoria, bem como as contribuições recentes relacionadas ao Jogo da Minoria denominado de Grande Canônico, que é um modelo mais bem ajustado às características do mercado financeiro e reproduz as regularidades estatísticas do preço dos ativos chamadas fatos estilizados.

A multi-agent architecture for intelligent data analysis

The present study introduces a multi-agent architecture designed for doing automation process of data integration and intelligent data analysis. Different from other approaches the multi-agent architecture was designed using a multi-agent based methodology. Tropos, an agent based methodology was used for design. Based on the proposed architecture, we describe a Web based application where the agents are responsible to analyse petroleum well drilling data to identify possible abnormalities occurrence. The intelligent data analysis methods used was the Neural Network.

Inovações tecnológicas e a complexidade do sistema econômico

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Finanças comportamentais e modelos baseados em agentes

Pós-graduação em Economia - FCLAR