Half a billion simulations: evolutionary algorithms and distributed computing for calibrating the SimpopLocal geographical model

Multi-agent geographical models integrate very large numbers of spatial interactions. In order to validate those models large amount of computing is necessary for their simulation and calibration. Here a new data processing chain including an automated calibration procedure is experimented on a computational grid using evolutionary algorithms. This is applied for the first time to a geographical model designed to simulate the evolution of an early urban settlement system. The method enables us to reduce the computing time and provides robust results. Using this method, we identify several parameter settings that minimise three objective functions that quantify how closely the model results match a reference pattern. As the values of each parameter in different settings are very close, this estimation considerably reduces the initial possible domain of variation of the parameters. The model is thus a useful tool for further multiple applications on empirical historical situations

Stochastic simulation framework for the Limit Order Book using liquidity motivated agents

In this paper we develop a new form of agent-based model for limit order books based on heterogeneous trading agents, whose motivations are liquidity driven. These agents are abstractions of real market participants, expressed in a stochastic model framework. We develop an efficient way to perform statistical calibration of the model parameters on Level 2 limit order book data from Chi-X, based on a combination of indirect inference and multi-objective optimisation. We then demonstrate how such an agent-based modelling framework can be of use in testing exchange regulations, as well as informing brokerage decisions and other trading based scenarios

Inference of the genetic network regulating lateral root initiation in Arabidopsis thaliana

Regulation of gene expression is crucial for organism growth, and it is one of the challenges in Systems Biology to reconstruct the underlying regulatory biological networks from transcriptomic data. The formation of lateral roots in Arabidopsis thaliana is stimulated by a cascade of regulators of which only the interactions of its initial elements have been identified. Using simulated gene expression data with known network topology, we compare the performance of inference algorithms, based on different approaches, for which ready-to-use software is available. We show that their performance improves with the network size and the inclusion of mutants. We then analyse two sets of genes, whose activity is likely to be relevant to lateral root initiation in Arabidopsis, by integrating sequence analysis with the intersection of the results of the best performing methods on time series and mutants to infer their regulatory network. The methods applied capture known interactions between genes that are candidate regulators at early stages of development. The network inferred from genes significantly expressed during lateral root formation exhibits distinct scale-free, small world and hierarchical properties and the nodes with a high out-degree may warrant further investigation

AI and OR in management of operations: history and trends

The last decade has seen a considerable growth in the use of Artificial Intelligence (AI) for operations management with the aim of finding solutions to problems that are increasing in complexity and scale. This paper begins by setting the context for the survey through a historical perspective of OR and AI. An extensive survey of applications of AI techniques for operations management, covering a total of over 1200 papers published from 1995 to 2004 is then presented. The survey utilizes Elsevier's ScienceDirect database as a source. Hence, the survey may not cover all the relevant journals but includes a sufficiently wide range of publications to make it representative of the research in the field. The papers are categorized into four areas of operations management: (a) design, (b) scheduling, (c) process planning and control and (d) quality, maintenance and fault diagnosis. Each of the four areas is categorized in terms of the AI techniques used: genetic algorithms, case-based reasoning, knowledge-based systems, fuzzy logic and hybrid techniques. The trends over the last decade are identified, discussed with respect to expected trends and directions for future work suggested