ACE/ABM Course and Program Information
Course and program information for Agent-Based Computational Economics (ACE), Agent-Based Modeling (ABM),
and related topics
- Last Updated: 16 January 2023
- Site Maintained By:
-
Leigh Tesfatsion
- Research Professor & Professor Emerita of Economics
- Courtesy Research Professor of
Electrical & Computer Engineering
- Heady Hall 260
- Iowa State University
- Ames, Iowa 50011-1054
- http://www2.econ.iastate.edu/tesfatsi/
tesfatsi AT iastate.edu
-
Agent-Based Computational Economics (ACE) Website
Provided Materials:
ACE/ABM Teaching Tools
Five Agent-Based Modeling Games That Teach:
- Jillian Cordes discusses and illustrates
five different games that use ABM to simulate and teach real-life change, as follows: (1) Game of Life (Conway); (2) JAMEL: Java Agent-based MacroEconomic Laboratory (Seppecher); (3) Small-World Trade Network Game Demo (McBride); (4) Sugarscape; and (5) SimPachamama (INESAD/LSE/ESPA).
ACE/ABM Demonstration Software:
- Annotated pointers to demos that can be used individually or in a classroom setting can be found at the
ACE/ABM Demonstration Software Site.
ACE/ABM Course Outlines
ACE Course (Tesfatsion, Iowa State University):
- Leigh Tesfatsion (Economics, Iowa State University, Ames, IA)
has developed an undergraduate course (Econ 308) on
Agent-Based Computational Economics.
The primary objective of the course is to introduce, motivate, and explore
through concrete applications the potential usefulness of ACE for the study
of economic processes. Course topics include: introduction to ACE (simple
market illustrations); design and conduct of experiments using ACE
computational laboratories (hands-on experience); learning and the embodied
mind; agent learning representation; the Santa Fe Artificial Stock Market
Model; economic networks; economic processes with strong learning/network
effects (labor market illustrations); and an ACE real-world application
(reliability study of a market design proposed for restructured U.S.
wholesale power markets). This course has specifically been designed as a
self-study eBook to facilitate long-distance learners. Each topic area
includes annotated pointers to key readings, individual researchers, research
groups, research area resource sites; interactive computer demos, and
software tools.
ACE Course: Agent-Based Macroeconomics (Howitt, Brown U):
- Peter Howitt (Department of Economics, Brown University) has designed a mini-course titled
Agent-Based Computational Macroeconomics
for presentation at Bielefeld University (Fall 2013). Topics covered include an introduction to ACE macro modeling, an agent-based model of a housing market, the emergence of economic organization, the effects of inflation on macroeconomic performance, and the interconnections among banks, market organization, and macroeconomic performance.
ACE Course (Branke and Veit, U of Karlsruhe):
- Dr. Jürgen Branke and Dr. Daniel Veit offer a course on (agent-based) computational economics at the University of Karlsruhe, Germany. Computer-based simulation models are used to analyze complex economic systems; artificial worlds are created that capture relevant aspects of the problems under consideration. Given all exogenous and endogenous factors, the modeled economies evolve over time and different scenarios can be analyzed. Thus, the models serve as virtual testbeds for theory generation and exploration. The course covers a wide range of topics, including a number of simulation paradigms (with emphasis on agent-based simulation), artificial intelligence, and models with learning agents.
For more information, visit
here.
ACE Course (Fagiolo, Sant'Anna School of Advanced
Studies):
- Giorgio Fagiolo (Sant'Anna School of Advanced Studies, Pisa, Italy) teaches courses on
ACE and Economic Networks.
For example, here is a sample syllabus:
ACE Course: 2012/2013
ACE Approach to Macro Coordination (Tesfatsion, Iowa State University):
- Leigh Tesfatsion (Economics, Iowa State University, Ames, IA) has
prepared a module titled
Macroeconomic Modeling of Endogenous Coordination
for a regularly taught masters-level macroeconomics theory course. The
following topics are covered: (1) Coordination issues for macroeconomies;(2) Constructive modeling of endogenous coordination: Agent-based macroeconomics; and (3) Illustrative applications.
Agent-Based Computational Methods in the Social Sciences (Axtell,
GMU):
- Robert Axtell (George Mason University, Arlington, VA) offered an undergraduate course titled
Computational Methods in the Social Sciences
at Johns Hopkins University in Spring 2000. The course considered a range of
agent-based models in economics, including market processes, evolution of
norms (e.g., residential segregation), formation of economic classes, the
emergence of multi-agent organizations (e.g., firms), and traffic. The
issues examined across models included random number generation,
path-dependence, self-organized criticality, controlling the production of
artifacts, and verification and validation.
Agent-Based Policy Modeling (Pape, Binghamton University):
- Andreas Duus Pape (Department of Economics, Binghamton University, UK) has developed a course consisting of three sections: (1) models and agent-based models; (2) an illustrative policy application (e.g., local property taxes); and (3) development and presentation of specific agent-based software projects. For more information, visit
here.
Master of Complex Systems Degree (University of Sydney):
- The University of Sydney offers a Master of Complex Systems degree to provide students with the expertise to model, analyse, and design resilient technological, socio-economic and socio-ecological systems as well as develop strategies for crisis forecasting and management. For further details, visit
here.
ACE/ABM-Related Course Outlines
Agent-Based and Computer Intensive Modeling (Kollman, Page, and Riolo,
University of Michigan):
- The University of Michigan offers an
ICPSR Summer Program
in Quantitative Methods of Social Research. For additional activities related to complex systems research, visit the University of Michigan's
Center for the Study of Complex Systems (CSCS).
Agent-Based Electronic Commerce (Stone, University of Texas):
- Peter Stone (Computer Science, University of Texas, Austin) has developed
a course (CS395T) titled
Agent-Based Electronic Commerce.
This course focuses on topics at the intersection of computer science
(including multiagent systems and machine learning), economics, and game
theory. In particular, it explores economic mechanisms of exchange suitable
for use by automated intelligent agents. It begins with the relatively
traditional approaches in game theory and mechanism design in which economic
mechanisms are evaluated and analyzed with simple, straightforward agent
bidding strategies. Extensive attention is then paid to the creation of
sophisticated bidding strategies given a fixed economic exchange mechanism. For other courses taught by Stone on related topics, visit
here.
Agent-Based Modeling (Abdollahian, Claremont Graduate University):
-
Dr. Mark Abdollahian (School of Politics and Economics, Claremont Graduate University) has developed a course titled
Computational Agent-Based Modeling.
The goals of this course are to survey agent-based models (ABMs) and their methodological foundations across several disciplines so students can build their own ABMs. ... The applied pedagogy is grounded in an interactive, participatory and product oriented philosophy. The course is designed to quickly introduce ABM simulation and modeling concepts and then prepare students to design, build and evaluate their own ABM in politics or economics. ... The course is designed for advanced graduate students familiar with quantitative computational social science, including but not limited to game theory, econometrics, formal modeling and computational analytic methods.
Agent-Based Modeling and Simulation (Earnest, Old Dominion University):
-
David C. Earnest,
an associate professor of political science and international studies at Old Dominion University in Norfolk, Virginia USA, has prepared a course titled
IS 765/865: Agent-Based Modeling and Simulation for
International Studies.
This course introduces masters and doctoral students to complex systems theory and to the application of agent-based modeling technologies to a variety of social systems. The course seeks to train graduate students to use basic computer simulations as a tool of inference for their research in international studies. Topics include the principles of chaos and complex systems and their relevance to contemporary issues in world politics; the epistemological foundations of simulation; object-oriented programming for the beginner; basic genetic algorithms, and the inferential challenges of nonlinear systems. Consistent with the University’s commitment to modeling and simulation, the course emphasizes the interdisciplinary nature of agent-based modeling and simulation and welcomes students from a variety of disciplines, including physics, chemistry, geography, biology, engineering, sociology, psychology, economics and international studies.
Agent-Based Social Simulation (Edmonds, Manchester Metropolitan University):
-
Bruce Edmonds (MMU) teaches a course titled
Agent-Based Social Simulation.
This course stresses the explicit representation and exploration of the complex relationship between individual behaviour and society: the micro-macro link. The states, actions, and interactions (message passing) of social actors are represented within complex computer simulations.
Behavioral Economics (Crawford, University of Oxford, UK):
- Vince Crawford (Economics, University of Oxford) has developed a
Graduate Course on Behavioral Economics.
For an earlier behavioral economics course taught at UCSD, see
Econ 142 (Behavioral Economics).
Econ 142 is divided into two parts: (1) behavioral decision theory; and (2) behavioral game theory.
In addition, he has prepared a syllabus for an undergraduate course on
Behavioral and Experimental Game Theory.
From the course description: "(This course) will discuss the leading
alternative approaches to analyzing strategic behavior -- noncooperative game
theory, cooperative game theory, evolutionary game theory, and adaptive
learning models -- focusing on games with symmetric information. There are
two main goals: (i) to introduce the leading approaches and the modeling
issues they address; and (ii) to examine their performance in the light of
empirical evidence on strategic behavior, in the hope of moving closer to the
kind of understanding needed to analyze strategic interactions in economics
and related fields."
Business Research (Moore, University of Michigan)
- Scott Moore (Business, University of Michigan) has developed a PhD seminar titled
Complexity and Simulations in Business Research.
The course explores complex adaptive systems modeling tools, and examines
applications of these tools to business problems. An astonishing number of
interesting links are provided. The NetLogo modeling environment (a
descendant of StarLogo) is used for many illustrative hands-on applications.
Chaos and Complexity (Brock, University of Wisconsin):
- William A. Brock (Emeritus Professor of Economics, University of Wisconsin, Madison)
developed a graduate course Econ 606 titled
New Trends in Economic Theory (pdf).
The unifying topics and tools of the course are: (1) stochastic dynamic
systems theory; (ii) self-organization theories of the Santa Fe Institute
variety; and (iii) econometric methods that stress heterogeneity. Topics
covered include dynamical systems approaches to learning and to the design of
experiments, recent work on systems with multiple time scales and multiple
"spatial" scales, and a detailed contrast and comparison of different methods
of presenting "stylized facts." The purpose of the course is to bring
students to the research frontier in chaos and complexity theory as well as
to inform them of recent empirical applications and open research problems.
Classroom Games (Holt, University of Virginia)
- Charles Holt (Economics, University of Virginia) maintains a site
titled
Computer Programs for Classroom Games.
This site provides about thirty-five interactive web-based programs available
for general use, especially for teaching. The programs include markets
(e.g., auctions), individual decision problems, asymmetric information games,
bargaining, and public goods games. The students log in through any browser
and are then connected to the database table for the particular experiment
that you have set up in advance for them via the administrative web pages.
The administrative menu has links to html files that describe each experiment
and how to base a classroom discussion on the experimental findings.
Complexity Theory in the Social Sciences (Axelrod, University of
Michigan):
- Robert Axelrod (School of Public Policy Studies, University of
Michigan, Ann Arbor) has developed a graduate course (PS 793) titled
Complexity Theory in the Social Sciences.
This course considers a wide variety of applications of agent-based models to
the social sciences, including residential segregation, revolution, social
influence, urban growth, war, alliances, organizational change, elections,
and stock markets.
Computation and Market Mechanism (Suri and Wolski, UC-Santa Barbara):
- Subhash Suri and Rich Wolski (Computer Science UC-Santa Barbara,
CA) have developed a course (CS-595J) titled
Computation and Market Mechanisms.
This course focuses on market-based methodologies, both for distributed
resource allocation and Internet-based commerce. These applications involve
self-interested agents, and thus economic and game theoretic issues play
an important role. Topics covered (many with linked readings) include
various market formulations and their realizations in different settings, and
the algorithmic properties of various combinatorial auctions and commodity
markets.
Computational Analysis of Social Complexity (Axtell, George Mason University)
- Rob Axtell (Computational Social Science, George Mason University, Fairfax, VA) teaches a course titled Computational Analsysis of Social Complexity
(pdf,1.9MB).
The focus of this project-oriented course is the study and hands-on development of a wide range of agent-based models of social and economic phenomena. These include: market
processes, the evolution of social norms, customs, conventions and institutions (e.g., residential segregation), the formation of multiagent groups and organizations (e.g., firms), and the long-run evolution of whole societies. The methodological
issues examined across models include the role of randomness (e.g., random number generation, variance
reduction techniques), path-dependence (e.g., information content of single realizations), emergence (including self-organization and spontaneous order), the production and control of computational artifacts, estimation, verification and validation, and graphical representation/visualization of ABM output.
Computational Economics (Stachurski, Australian National University)
- Lecture materials on computational economics by John Stachurski (Research School of Economics, Australian National University) can be obtained
here.
Tools used include Python/NumPy.
Computational Mechanism Design (Parkes, Harvard U):
- David C. Parkes (Harvard University) has developed a course titled
CS286r: Computational Mechanism Design.
Computational mechanism design is a topic of study at the interface between computer science and economics. The
problem domain considers distributed open systems with self-interested agents that seek to improve outcomes in
their favor. Examples are drawn from e-commerce (Internet auctions, electronic markets for supply chains, automated
bidding agents), and from computational applications such as resource allocation in computational grids and routing
across peer-to-peer wireless networks.
Computational Modeling and Analytics in Social Science
(Blikstein, Stanford University):
- Paulo Blikstein (Stanford University) has a course titled
CS 424M/Educ 390X: Computational Modeling and Analytics in Social Science.
The goal of the course is to introduce students to agent-based computational modeling methods to support research in the learning, cognitive, and social sciences.
Computational Modeling of Organizations, Technology, and Society
(Carley, Carnegie Mellon):
-
Kathleen Carley
(Carnegie Mellon University, Pittsburgh). has prepared a course titled
Computational Modeling of
Organizations, Technology, and Society.
This course teaches students how to design and analyze computational models
and how to evaluate the results of other computational models. Topics
covered include representation of groups, organizational structure,
communication, information and knowledge, technology, and task; tracing
information flow and belief changes; optimization models; canonical tasks;
performance measures; data capturing; virtual experiments; model docking;
levels and types of validation; and social Turing tests. Illustrative models
are drawn from recent publications in the areas of computational
organizational theory, computational sociology, and computational economics.
Computer Science, Game Theory, and Economics (Nisan, Hebrew
University):
- Noam Nisan (Computer Science, Hebrew University, Israel) has prepared a
graduate seminar titled
Topics on the Border of Computer Science, Game Theory, and
Economics.
The seminar consists of a series of topics offered by visiting speakers (most
with downloadable ppt slides). Sample topics include: auctions and
combinatorial auctions; frugal path mechanisms; incentive compatible
interdomain routing; statistical learnability and rationality of choice; and
graphical models in game theory.
Computing for the Physical and Social Sciences (Steiglitz, Princeton University):
- Ken Steiglitz (Computer Science, Princeton U), has prepared a course (COS 323) title
Computing for the Physical and Social Sciences.
This course covers basic principles of scientific computation, driven by current applications in biology, physics, economics, engineering, and other fields.
Design of Experiments (Houser, GMU):
- Course materials on the design and analysis of experiments prepared by Prof. Dan Houser (George Mason University, Fairfax, VA) can be obtained
here.
Economics and Computation (Feigenbaum, Yale):
- Joan Feigenbaum (Computer Science, Yale University, New Haven) offers a dual-listed course Econ425/563 (CPSC455/555) titled
Economics and Computation.
This course is a mathematically rigorous ivestigation of the interplay of
economic theory and computer science with an emphasis on the relationship of
incentive compatibility and computational efficiency. Particular attention
is paid to the formulation and solution of mechanism-design problems that are
relevant to data networking and Internet-based commerce. The course is
suitable for mathematically inclined advanced undergraduates and first- or
second-year graduate students in computer science, economics, or closely
related fields.
Electronic Commerce (Shoham, Stanford):
- Yoav Shoham (Computer Science, Stanford University, CA) has developed a
graduate course (CS 206) titled
Technical Foundations of Electronic Commerce.
The course focuses on technological issues. Covered topics include
algorithms, data structures, complexity, software engineering, and other
computer science issues.
Experimental Economics (Sunder, Yale U):
- Shyam Sunder offers a Ph.D. Seminar at Yale University on Experimental Economics (MGMT 703). The seminar is intended to help students develop hands-on experience in designing and conducting economics experiments and analyzing the data. Topics covered include: the experimental method; auctions; industrial organization; corporate finance; game theory; bargaining; asset markets; and expectations and learning in monetary economies. The seminar home page provides pointers to many related resources. For more information, visit
here.
Games Economists Play (Delemeester and Brauer, Marietta college):
- Gred Delemeester (Marietta College, Ohio) and Jurgen Brauer
(Augusta State University, Georgia) maintain a resource site for instructors
of economics titled
Games Economists Play: Non-Computerized Classroom Games
for College Economics.
The bulk of this site consists of an extensively annotated and hyperlinked
compilation of more than 120 classroom games, most of which can be played
within one class period. The purpose of the games is to teach fundamental
microeconomic and macroeconomic principles.
Growing Artificial Economies (Isaac, American University):
- Alan G. Isaac (American University) has designed a course titled
Growing Artificial Societies.
This course is an introduction to agent-based simulation (ABS) as a method for the investigation of complex economic phenomena. Students create "virtual worlds" that shed light on the actual world. Illustrative applications include the following: the causes of economic growth; sources of segregation in urban housing; how institutional features contribute to inequality in the distribution of wealth; the origins of cooperative behavior; and the characteristics of social dilemmas such as the tragedy of the commons, and the possible "escapes" from these dilemmas. Introductory materials on NetLogo and Python are provided for support of assignments involving computational modeling.
Institutional Economics (Bowles, University of Massachusetts at Amherst):
- Samuel Bowles (Economics, UMass at Amherst, MA) has prepared a
graduate course (Econ 797) titled
Seminar in Theoretical Institutional Economics.
The seminar is an introduction to recent research - both theoretical and
empirical - concerning institutions and their evolution. It is designed for
those simply wanting a survey of this literature as well as for those
intending to do research in the area.
Integrated Economic Modeling and Sustainable Development (Angus/Parris, Monash U, Australia):
- The syllabus for a course on Integrated Economic Modeling and Sustainable Development taught from a complexity point of view by Dr. Simon Angus and Dr. Brett Parris (Monash University, Clayton, Australia) can be obtained
here.
Internet Agent Economics (Greenwald, Brown University, RI):
- Amy Greenwald (Computer Science, Brown University, Providence, RI)
has prepared a graduate course titled
Topics in Game-Theoretic Artificial Intelligence.
This course is concerned with the use of game theory and economics as
frameworks in which to model the interactions of Internet agents. It covers
both the design of Internet agents and the design of Internet mechanisms in
which agents interact. Selected topics include web auctions, comparison
shopping, and automated negotiation.
Learning Creative Learning (Resnick, MIT):
-
Michael Resnik (MIT) has developed a free online course titled
Learning Creative Learning (LCL)
for educators, designers, and researchers. The course consists
of six weeks of discussions and activities, followed by a few weeks to work on projects, leading to a creative-learning exhibitions. LCL focuses on key aspects of the Media Lab approach to learning: Projects, Peers, Passion, and Play.
Market Design (Roth and Coles, Harvard University):
- Al Roth and Peter Coles (Economics, Harvard University, Cambridge)
have prepared a graduate course titled
Market Design.
This course deals with the theory and practice of market design, with
prominent examples drawn from auctions and labor markets.
Microeconomics of Competition, Coordination, Cooperation, and Conflict
(Bowles, University of Massachusetts at Amherst):
- Samuel Bowles (Economics, UMass at Amherst, MA) has prepared a
graduate course (Econ 700) titled
The Microeconomics of Competition, Coordination,
Cooperation, and Conflict.
The course provides an introduction to fundamental microeconomic concepts
relevant to the generic problem of coordinating social interactions among
autonomous actors, with particular attention to conflict, competition,
collective action, and coordination failures in capitalist economies, and the
process of innovation and change in individual preferences and social
structures.
MultiAgent Systems (Wooldridge, University of Liverpool, UK)
- Michael Wooldridge (Computer Science, University of Liverpool) has
developed a
multiagent systems teaching resource site
to accompany his undergraduate textbook Introduction to MultiAgent
Systems (John Wiley, March 2002). The site provides detailed book
information, lecture slides, useful links, and various other types of
teaching supplements.
Network Theory (Newman, University of Michigan):
- Mark Newman (Physics and Complex Systems, University of Michigan,
Ann Arbor) has prepared a graduate course (Complex Systems 535) titled
Network Theory.
This course introduces and develops the mathematical theory of networks,
particularly social and technological networks. Applications are made to
important network-driven phenomena in epidemiology of human infections and
computer viruses, the Internet, network resilience, web search engines, and
many others.
RepastJ Self-Study Guide (Tesfatsion, Iowa State University):
- Repast (REcursive Porous Agent Simulation Toolkit) is an agent-based simulation toolkit
developed by researchers at the University of Chicago and Argonne National
Laboratory for social science applications. The latest version of Repast
supports model development in many different languages and on virtually all
modern computing platforms. Leigh Tesfatsion (Economics, Iowa State University, Ames, IA) has
prepared a
RepastJ Self-Study Guide
for use by newcomers to RepastJ (Repast based on Java). Topics covered in this
self-study guide include:
Intro to Agent-Based Modeling; Intro to Agent-Oriented Programming; Intro to Java; Getting
Acquainted with RepastJ; Programming with RepastJ; and Possible RepastJ Modeling
Application Areas. Extensive links are provided to on-line resource
materials. Although some prior programming experience is desirable, the
study guide does not presume such experience.
Social Dynamics and Self-Organizing Systems (White, UC-Irvine):
- Douglas White (Anthropology, UC-Irvine, CA) has organized a course
(Anthro 179A) titled
Social Dynamics and Self-Organizing Systems.
This course focuses on the newly emergent sciences of complexity to study the
principles of self-organization of social systems. Fundamental principles of
complex adaptive systems are reviewed in the context of cutting edge research
ranging in topic from studies of Renaissance Florence to studies of
contemporary market systems.
Social Ecology and Evolutionism Course (Hughes, Chicago):
- In 1994 James Hughes (Changesurfer Consulting, Chicago) taught a
course titled
Social Ecology and Evolutionism
at the University of Chicago. The course is an introduction to the
ecological and evolutionary concepts that have influenced the social
sciences. Topics covered include: Introduction to Social Ecology; Hardware
and Software; Organizational Ecology and Evolution; Social Organicism and
Early Sociological Evolutionism; and Modern Social Ecology.
Social Science Simulation (Marks, University of New South Wales):
- Robert Marks (Austalian Graduate School of Management, University of New
South Wales) has developed a Ph.D. course titled
Simulation in the Social Sciences.
Topics covered include: Introduction to simulation in the social sciences;
System dynamics; Micro-analysis and cellular automata; Agent-based models;
and Learning and evolutionary models. Annotated pointers to software and
other links are also provided.
Social Science Simulation (Cederman, Zurich)
- Lars-Erik Cederman (International Conflict Research, Zurich) has
developed a course titled
Introduction to Computational Modeling of Social Systems.
The course begins with an introduction to the rationale and principles of
agent-based modeling. It also briefly covers the basics of object-oriented
programming using Java, and it introduces Repast, an agent-based toolkit
designed specifically for social science applications.
The remainder of the course focuses on the computational modeling of social
systems, drawing on a number of concrete examples from political science,
economics, and sociology implemented in Repast/Java. Most course materials
are freely provided on-line, including lectures and Repast/Java tutorials.
Social Simulation and Agent-Based Modeling (Janssen, Arizona State University):
- Marco Janssen (School of Human Evolution and Change, Arizona State University) has prepared a course titled
AML 330/ASB 430: Social Simulation.
This course introduces simulation techniques to study sociality in human and animal societies. It focuses in particular on collective action, the ability of groups to cooperate and coordinate to achieve outcomes that are not possible by one individual. students have an opportunity to learn agent-based modeling and learn how it can be applied to study social phenomena. Janssen also teaches a course on
AML 520: Agent-Based Modeling.
Topics discussed include: methodology of modeling, complex adaptive systems, cellular automata, agent-based modeling, model analysis, pattern oriented modeling, model documentation, and applications like foraging behavior, diffusion processes, and the evolution of cooperation.
ACE/ABM Program Information
Center for the Study of Complex Systems (University of Michigan, Ann
Arbor)
- The
Center for the Study of Complex Systems (CSCS)
at the University of Michigan, Ann Arbor, offers a graduate curriculum
leading to a Graduate Certificate in Complex Systems. The CSCS also supports
a wide variety of other activities related to complex systems, including: a
weekly seminar series; research workshops; an annual symposium; and a
workshop in collaboration with the Santa Fe Institute.
Centre for Computational Finance and Economic Agents (University of Essex, UK)
- The
Centre for Computational Finance and Economic Agents (CCFEA)
is an interdisciplinary laboratory-based center located at the University of Essex, UK. CCFEA is a showcase for cutting-edge computational and evolutionary methods to simulate artificially intelligent agents in markets and other complex economic environments.
CCFEA offers programmes leading to an MSc in Computational Finance, an MSc in High-Frequency Finance and Trading, an MSc in Financial Software Engineering, a PhD in Computational Finance, and a PhD in Computational Economics.
Students pursuing these programmes will receive rigorous training in
the principles of quantitative finance and microeconomics along with
computational skills.
Complex Systems (Northwestern University, Evanston, IL)
- The
Northwestern Institute on Complex Systems (NICO)
offers 1-3 year post-doc fellowship opportunities to young researchers who
have interest in the study of complex systems and in interdisciplinary
collaborations. Applicants must be self-motivated and goal-oriented
individuals who have recently obtained their Ph.D. and who possess
outstanding potential. Applicants must be able to successfully communicate
ideas to diverse audiences, build on existing strengths, bridge different
fields, and be motivated to work with NICO faculty on interdisciplinary
complex systems projects.
p>
Complex Systems (New England Complex Systems Institute)
- The
New England Complex Systems Institute (NECSI) Summer and Winter Schools
offer two intensive week-long courses on complex systems science and its applications. The two courses consist of lecture and supervised group projects. Though the second course builds on material covered in the first course, the first course is not a prerequisite for the second; participants can register for either or both courses. Group projects are one of the most rewarding parts of each course. Participants split into project teams and put together a publication-quality research project using complex systems tools learned during the course. Groups present their projects on the final day of each course. At the end of the courses, participants are expected to return to their home institution with tools relevant to their research and new insights for future work.
Computable and Experimental Economics (University of Trento, Italy):
- The
Computable and Experimental Economics Laboratory (CEEL)
(Department of Economics, University of Trento, Italy) offers intensive
summer courses on selected topics related to computational economics. Past
years' topics have included: computable economics; experimental economics;
adaptive economic processes; behavioral economics; institutional economics;
and evolutionary economic dynamics. The course is targeted at Ph.D. students
and postdocs. Participation at the summer school is free of charge for
accepted applicants. The deadline for receipt of applications is typically
early in March.
- Leigh Tesfatsion and Rob Axtell co-directed the VII Trento Summer School (July 3-21),
an intensive course on Agent-based Computational Economics (ACE) for graduate students
and professors interested in teaching ACE themselves. If interested, you can access the
ACE Summer Course: Schedule of topics
covered by regular and guest lecturers as well as an
on-line syllabus of supporting materials
for the particular topics covered by Leigh Tesfatsion.
Computational Economics, Financial Markets, and Policy (MSc Program, Economics Department, U of Essex, UK)
- The Economics Department at the University of Essex, UK, is offering a new Master of Science (MSc) program ("Masters course"), designed by Dr. Sheri Markose, titled
MSc Computational Economics, Financial Markets and Policy.
From the program website: "This new MSc program) offers a revolutionary and interdisciplinary study of macro-economics and financial regulation and provides a rigorous training in policy design. By using a multi-agent computational and simulation modelling approach to complement your work in statistics and econometrics, you will investigate a wide array of economic phenomena that can also aid in policy design. You will be given laboratory based instruction to build a range of agent based models that include systemic risk analysis with financial networks and market micro-structure of stock markets.
(The program will have) a strong policy orientation and operational content. It will appeal to those aiming to pursue careers in regulatory institutions, financial modelling, the civil service and real-world problem solving. It will also be an excellent stepping stone for those wishing to progress into further research."
Computational Economics Workshop and Research Community (New York)
- A group of faculty and students from CUNY, Columbia, Rutgers, and
the New School have formed a
Computational Economics Workshop
to be held at the New School (CEPA, 5th Floor, 80 Fifth Avenue - corner of
14th and 5th, 3:00pm). The focus of the workshop will be on agent-based computational
economics, heterogeneous-agent modeling, social network analysis, and related areas.
The group is seeking people in the New York area that might be interested in participating
in this workshop and interacting with this research community. For more information, and
to join the mailing list for receiving
workshop announcements, contact Jason Barr
(
jmbarr AT andromeda.rutgers.edu).
Computational Intelligence (University of Plymouth, UK):
- The
Centre for Robotics and Intelligent Systems
at the University of Plymouth (UK) conducts a broad array of
research activities related to computational intelligence and multi-agent systems.
Computational Social Sciences (George Mason U, Fairfax, VA):
-
The Center for Social Complexity at George Mason University (Fairfax, Virginia) offers a PhD Program in Computational Social Science.
The core objective of this program is to train graduate students to be professional computational social scientists in academia, government, or business. The program offers students a unique and innovative interdisciplinary environment for systematically exploring, discovering, and developing their skills to successfully follow careers in one of the areas of computational social science.
For more information, visit
here.
Economics Group (Northwestern University, Evanston, IL):
-
The Economics Group in the Electrical Engineering and Computer Science Department at Northwestern University studies the interplay between the algorithmic, economic, and social aspects of the Internet and related systems, and develops ways to facilitate users' interactions in these systems. This work draws upon a wide variety of techniques from theoretical and experimental computer science to traditional economic frameworks. By applying these techniques to economic and social systems in place today, we can shed light on interesting phenomena and, ideally, provide guidance for future developments of these systems. This interdisciplinary effort is undertaken jointly with the Managerial Economics and Decision Sciences Department in the Kellogg School of Management, The Center for Mathematical Studies in Economics and Management Science, and other institutions at Northwestern University and the greater Chicago area.
Graduate Workshop in Computational Social Science Modeling and Complexity (SFI, Santa Fe):
- Each summer since 2001, John Miller (Carnegie Mellon U) and Scott E. Page (U of Michigan) have conducted the Graduate Workshop in Computational Social Science and Modeling at the Santa Fe Institute (SFI) in Santa Fe, New Mexico. The workshop brings together small groups of advanced graduate students and faculty for an intensive two-week study of computational social science modeling and complexity. Workshop activities include lectures by regular faculty, guest speaker lectures, and presentations of course projects by students. The primary goal of the workshop is to assist graduate students pursuing research agendas which include a computational modeling component. For more information, visit
here.
Harvard EconCS Group:
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The Harvard EconCS group is pursuing research, both theoretical and experimental, at the intersection between computer science and economics. We draw on methodologies from AI, multi-agent systems, computer science theory, microeconomic theory, optimization and distributed systems. We are interested in electronic auctions, mechanisms and markets, peer production and social computing, and in the constructive use of economic methodologies within computational systems. A central challenge is to resolve conflicts between game-theoretic and computational constraints. Current topics of interest include: incentive-based environment design; dynamic mechanisms; the design of mechanism infrastructures and currencies for distributed and peer-to-peer systems; preference elicitation; information aggregation; applications to e-commerce and social computing; cryptographically secure auctions; and network formation games. For more information, visit
here.
Human-Computer Interaction Graduate Program (Iowa State University,
Ames):
- From the homepage of the
ISU Human-Computer Interaction Program:
"The study of the relationship between humans and increasingly powerful,
portable, interconnected and ubiquitous computers is becoming one of the most
dynamic and significant fields of technical investigation. The
Interdepartmental Graduate Major in Human Computer Interaction is an
interdisciplinary training program created to provide advanced training and
foster research excellence in Human Computer Interaction at Iowa State
University." Both an M.S. and Ph.D. degree in Human Computer Interaction are
offered.
IEEE Computational Finance & Economics Network (Multiple Program Listing):
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The
IEEE Computational Finance and Economics Technical Committee
supports a number of task forces focusing on computational finance and economics issues, including a Task Force on Agent-Based Computational Economics.
Individual/Agent-Based Modeling and Ecology (Humboldt State University, CA):
- The
Individual/Agent-Based Modeling and Ecology
program at Humboldt State University (Arcata, California) stresses research on the use of individual-based models (IBMs) for applied and theoretical ecology. The program is affiliated with the Mathematical Modeling Program, HSU Mathematics Department. This research is a collaboration of mathematicians, ecologists and biologists, environmental engineers, and software professionals.
Institute of Computational Economics (U of Chicago/Argonne):
- The Economic Research Center at the University of Chicago in
conjunction with the Argonne National Laboratory (Argonne, Illinois) have
formed an
Institute on Computational Economics (ICE).
The primary function of the ICE is to train young scholars (advanced graduate
students and junior faculty) in state-of-the-art numerical methods and
computer technology, and their application to economic modeling and analysis.
The following topics will be stressed: Numerical optimization; Dynamic
programming; Solution methods for dynamic economic models; and Statistical
computing. The ICE will host a summer program of activities for young
scholars that includes tutorials, seminars, and workshops featuring recent
advances in quantitative economic policy research. Application information
can be obtained at the ICE website.
International Doctoral Program in Economics (Scuola Superiore Sant'Anna, Italy, and University of Strasbourg, France)
- The
International Doctoral Program in Economics (IDPE)
is jointly offered by Scuola Superiore Sant'Anna, Pisa, Italy and by the University of Strasbourg, France. The IDPE is a three-year program designed for highly qualified and motivated students who wish to acquire the research and analytical skills of the international scientific community in economics. It is designed for students pursuing jobs in academia as well as those who wish to acquire the skills of professional academic research to work in government agencies, financial institutions, international agencies, private companies.
Students will be offered one year and a half of intensive course work by an international Faculty composed of both permanent staff of the School and a large group of Visiting Scholars. All teaching is in English. Courses will focus on both standard mainstream economics, as well as more "heterodox" approaches, such as evolutionary economics and agent-based computational economics. Some scholarships are available; see the IDPE website for application information.
Nonlinear Dynamics in Economics and Finance (University of Amsterdam):
- The
Center for Nonlinear Dynamics in Economics and Finance (CeNDEF)
is a multi-disciplinary research institute started in 1998 and located at
the Department of Economics and Econometrics at the University of Amsterdam.
Research topics addressed by CeNDEF participants include: endogenous
fluctuations; bounded rationality; expectation formation and learning,
evolutionary dynamics, bifurcations and chaos, nonlinear time series
analysis, and nonlinear prediction methods.
Santa Fe Institute Complex Systems Summer School:
- The
SFI Complex Systems Summer School
held annually each June at the Santa Fe Institute (SFI) in Santa Fe, New
Mexico, USA, is an intensive introduction to complex behavior in
mathematical, physical and living systems for graduate students and
postdoctoral fellows. Tuition is waived for graduate students and postdocs
who attend the full program. Postdocs are charged half of the cost for room
and board. Travel assistance is not available. The first week of the school
typically consists of toolkit courses and lectures to acquaint students with
some of the theoretical tools they will need for research in complex systems.
During each of the second, third, and fourth weeks there are typically
lecture courses with lectures in the morning followed by selected seminars in
the afternoons. Generally there is also time set aside for students to work
on projects and to self-organize into working groups on particular topics.
- The deadline for applications is typically set at around February
7th of each year for the subsequent summer course. In past years,
applicants have been asked to provide a current resume with a publications
list, a statement of current research interests, comments about why the
applicant wants to attend the school, two letters of recommendation from
scientists who know the applicant's work, and complete applicant address
information (including email and fax number). Applicants have been requested
to send their complete application packages by postal mail to: Summer
School, Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, New Mexico, USA
87501, Tel: 505-984-8800, ext 235 (v); 505-982-0565. Incomplete application
packages are generally not considered. If you are interested in applying for
the next Complex Systems Summer School, it would be wise to first obtain
up-to-date information about current application requirements either at the
above Complex Systems Summer School homepage
or by sending an email request to
summerschool@santafe.edu.
Social Complexity Studies (University of Groningen):
- The
Groningen Center for Social Complexity Studies (GCSCS)
serves as a platform connecting researchers at or affiliated with the University of Groningen working in the field of social complexity. The aim of the GCSCS is to provide high quality research and education, interacting actively with business, government and the public, and in particular to address the goal of stimulating cross-border research and education. A key focus of GCSCS researchers is how interactions between individual people or animals give rise to group phenomena such as the diffusion of new behaviours, social networks, societial polarisation, crowd behaviours and spatial arrangements.
Teaching Individual/Agent-Based Modeling (Humboldt State University):
- Humboldt University (California) is offering a one week summer course organized around a 2011 book by Steven Railsback and Volker Grimm, titled
Agent-Based and Individual Modeling: A Practical Introduction.
The purpose of the course is to prepare college professors and instructors to add individual-based modeling (IBM) -- also known as agent-based modeling (ABM) -- to their teaching and research skills. Topics to be covered include: when and why to use IBMs, for both theoretical and applied science; strategies for designing models that are "as simple as possible, but not simpler"; software techniques: programming IBMs, testing software, and running simulation experiments;
model analysis and publication: how to produce science once a model is built; and linking your empirical research to individual-based science.
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