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The RePast Framework and Social Simulations Presented by Tim Furlong.

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Presentation on theme: "The RePast Framework and Social Simulations Presented by Tim Furlong."— Presentation transcript:

1 The RePast Framework and Social Simulations Presented by Tim Furlong

2 Overview RePast Social Simulations Simulations implemented with RePast Santa Fe Artificial Stock Market Endogenizing Geopolitical Boundaries

3 RePast REcursive Porous Agent Simulation Toolkit Java class library University of Chicago Social Science Research Computing

4 RePast: Framework Base classes to be extended Engine class Agent class Environment class GUI displays, charts, graphs Utility classes Spatial representations Statistical RNGs

5 Generic approach Discrete event simulator Easy implementation SugarScape(partial) : ~ 650 LOC Game of Life : ~ 750 LOC

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7 RePast: Advantages Facilitates implementation Convenient representation of heterogeneous agents Support for geometric world models Garbage collection ‘Powerful’ visualization techniques Lars-Erik Cederman, “Endogenizing Geopolitical Boundaries with Agent-based Modeling”, prepared for Sackler Colloquium on “Adaptive Agents, Intelligence, and Emergent Human Organization: Capturing Complexity through Agent-based Modelling”, Oct. 2001.

8 RePast: Applications School voucher programs Consumer choice Decision making in closed regimes Modeling the size of wars Voting dynamics Self-organizing computer networks Multi-cellular tumors Repast Homepage – Projects and Publications : http://repast.sourceforge.net/projects.html

9 Social Simulations Goal is to simulate observed behaviors with hypothesized model Several ‘flavors’ of simulation Statistical : global variables Agent-based : allows heterogeneous agents with varied and dynamic behavior

10 The Santa Fe Artificial Stock Market Re-Examined: Suggested Corrections Norman Ehrentreich

11 SFI-ASM: Introduction Simplistic stock market simulation Isolates learning speed of traders as critical parameter Based on original SFI-ASM Fixes faulty mutation operator Results not quite as compelling Interesting RePast model

12 SFI-ASM: Original Model N traders 1 unit risky stock, 20 000 units cash Each trader seeks to buy or sell stock based on expectations of profit Profit Fixed return of r f on cash assets Stock pays stochastic dividend

13 SFI-ASM: Stock Only one ‘stock’ in market Stock has price p t and dividend d t Dividend of stock at time t +1 Mean-reverting factor of (1 – ρ), but generally stochastic

14 SFI-ASM: Traders Risk aversion factor of λ i Wealth at time t of W i,t : stock + cash Optimal amount of stock based on expectations of profit

15 SFI-ASM: Expectation rules Market has descriptor D t Bitstring of market conditions Each trader has own set of 100 rules Rule comprised of: Condition Forecast Forecast accuracy Fitness value

16 Condition is pattern matching rule String of {0,1,#} Bits are technical or fundamental Forecast for rule j: (a j,b j )

17 Forecast Accuracy Fitness Value

18 SFI-ASM: Rule Evolution Genetic algorithm invoked after every K rounds of trading to evolve rules Mutation (p=0.7) Crossover

19 SFI-ASM: Correction Original had faulty mutation operator Biased results to higher number of non-# bits Correct solution for rules is to converge to all-# bits Dividend and price too random to classify With new operator, rules always converge

20 SFI-ASM: Results Rules converge to all-# bits Reach homogeneous rational expectation equilibrium eventually With values for K < 100, complex trading emerges Harder to persuade the model to do this with the new mutation operator

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22 Faster learners exploit slower learners Short-term trends In new model, only valid in beginning

23 Endogenizing Geopolitical Boundaries with Agent-based Modeling Lars-Erik Cederman

24 EGB: Introduction Agent-based modeling has potential to avoid reification of actors Reification: treating an abstract concept as concrete Long-term simulations require “sociational endogenization” of actors Actors must be internally dynamic

25 EGB: Background Essentialist perspective Ignore change of actors Fixed entities with attributes Sociational perspective Dynamic actors and relationships Context-sensitive

26 EGB: Endogenization Presents series of models to illustrate progression from reified actors to endogenous ones Modeling emergence of state borders Emergent Polarization (EP) Democratic Peace (DP) Nationalist Systems Change (NSC)

27 EGB: Emergent Polarization Models conquest and expansion of states Villages or counties on a finite 2d grid States emerge as villages conquer neighbors State has capital based on original village Resources gathered from the territories depends on distance to capital

28 EGB: EP turn structure Five phases per turn Resource allocation Decisions Interaction Resource updating Structural change

29 Resource allocation Allocate troops to borders based on strength of neighbors Decisions Reciprocate aggressive action Attempt unprovoked attacks

30 Interaction Resolve conflicts based on balance of power Resource updating States gain resources from provinces Structural change Structure of defeated state altered by outcome of conflicts

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32 Notes States can spread too thin, inviting attack from other neighbors and opening multiple fronts to conflict Can extend the model to allow alliances between states

33 EGB: Democratic Peace Adds categorical relationships to previous model Observed that democracies do not fight each other Add ‘democracy’ label to some states Democracies do not fight each other, and form a defensive coalition

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35 Notes Difference in balance of power produces significant results Example of adding ‘categorical social’ processes Threat evaluation is still relational

36 EGB: Nationalist Systems Change Introduce concept of actors separate from states : nations Nations and states sometimes coincide, but not always Each village has ‘cultural’ identity : string of trait values Nation is a pattern string of traits with wildcards

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38 Nations founded and joined by agents Capitals more likely to found nations due to resources National identities have major impact on inter-state relations ‘irredentist’ invasions to conquer conationals not under ‘home rule’

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40 EGB: Conclusions Agent-based simulations are better at modeling complex phenomenae than conventional approaches Treating actors as themselves emergent and internally dynamic is necessary to good simulation over long time scales

41 Questions?


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