Modeling Direct Transmission Diseases Using Parallel Bitstring Agent-Based Models

Rizzi, R.; Kaizer, Wesley Luciano; Rizzi, Claudia Brandelero; Galante, Guilherme; Coelho, Flávio Codeço

doi:10.1109/tcss.2018.2871625

Cited by 6 publications

(4 citation statements)

References 30 publications

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“…One method for dealing with situations that defy analysis by previous empirical research methods is to construct an artificial market using an agent-based model [32]- [36]. In recent years, much research using multi-agent systems has been performed and achieved many results not only in the financial field but also in other fields, such as cognitive architecture [37], population dynamics [38], epidemiology [39], and social networks [40], to name a few. In this model, specific agents are given unique trading assignments (such as only selling or buying) and subsequently act as investors to perform trading of financial assets.…”

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confidence: 99%

Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity

Yagi

Masuda

Mizuta

2020

IEEE Trans. Comput. Soc. Syst.

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Many empirical studies have discussed market liquidity, which is regarded as a measure of a booming financial market. Further, various indicators for objectively evaluating market liquidity have also been proposed and their merits have been discussed. In recent years, the impact of high-frequency traders (HFTs) on financial markets has been a focal concern, but no studies have systematically discussed their relationship with major market liquidity indicators, including volume, tightness, resiliency, and depth. In this study, we used agent-based simulations to compare the major liquidity indicators in an artificial market where an HFT participated was compared to one where no HFT participated. The results showed that all liquidity indicators in the market where an HFT participated improved more than those in the market where no HFT participated. Furthermore, as a result of investigating the correlations between the major liquidity indicators in our simulations and the extant empirical literature, we found that market liquidity can be measured not only by the major liquidity indicators but also by execution rate. Therefore, it is suggested that it could be appropriate to employ execution rate as a novel liquidity indicator in future studies.

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confidence: 99%

Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity

Yagi

Masuda

Mizuta

2020

IEEE Trans. Comput. Soc. Syst.

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“…This state representation is (to our knowledge), novel for epidemiological simulation. While Rizzi et al (2018) proposed using a bitset to represent the state of each simulated individual, the population was still stored as types in an array.…”

Section: Design Principlesmentioning

confidence: 99%

individual: An R package for individual-based epidemiological models

Charles¹,

Wu²

2021

JOSS

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individual is an R package which provides users a set of useful primitive elements for specifying individual-based models (IBMs), also called agent-based models (ABMs), with special attention to models for infectious disease epidemiology. Users build models by specifying variables for each characteristic describing individuals in the simulated population using data structures from the package. individual provides efficient methods for finding subsets of individuals based on these variables, or cohorts. Cohorts can then be targeted for variable updates or scheduled for events. Variable updates queued during a time step are executed at the end of a discrete time step, and the code places no restrictions on how individuals are allowed to interact. These data structures are designed to provide an intuitive way for users to turn their conceptual model of a system into executable code, which is fast and memory efficient.

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“…Реализация преимуществ агент-ориентированного подхода для моделирования пандемических процессов требует большого потребления памяти. В [11] описан метод снижения потребления ресурсов памяти с помощью использования последовательности битов для описания атрибутов агентов вместо традиционных структур данных. Модель последовательности битов основана на манипулировании цепочкой битов или машинным словом.…”

Section: алгоритмы и методы применяемые для увеличения скорости расчетовunclassified

Large-scale Agent-Based Epidemic Models and Their Technical Implementation on Supercomputers

Ageeva¹

2020

Artificial Societies

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The article highlights the use of high-performance computing technologies and the capabilities of advanced supercomputers to predict, prevent and reduce losses from epidemics that generate pandemic events. The advantages of the agent approach for modeling large-scale epidemic spreading scenarios in heterogeneous populations at a detailed level are identified. The architecture of agent-based models of epidemics are considered, as well as the key aims that have to be solved in distributed modeling of epidemic processes. The software for the design and technical implementation of large-scale agent-based epidemic models on high-performance clusters and supercomputers are listed. Examples of using optimization algorithms to increase the performance of large-scale agent-based epidemic models are discussed.

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Modeling Direct Transmission Diseases Using Parallel Bitstring Agent-Based Models

Cited by 6 publications

References 30 publications

Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity

Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity

individual: An R package for individual-based epidemiological models

Large-scale Agent-Based Epidemic Models and Their Technical Implementation on Supercomputers

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