Analysis and design of multiagent systems using MAS-CommonKADS

This article proposes an agent-oriented methodology called MAS-CommonKADS and develops a case study. This methodology extends the knowledge engineering methodology CommonKADSwith techniquesfrom objectoriented and protocol engineering methodologies. The methodology consists of the development of seven models: Agent Model, that describes the characteristics of each agent; Task Model, that describes the tasks that the agents carry out; Expertise Model, that describes the knowledge needed by the agents to achieve their goals; Organisation Model, that describes the structural relationships between agents (software agents and/or human agents); Coordination Model, that describes the dynamic relationships between software agents; Communication Model, that describes the dynamic relationships between human agents and their respective personal assistant software agents; and Design Model, that refines the previous models and determines the most suitable agent architecture for each agent, and the requirements of the agent network

Designing and Deploying Online Field Experiments

Online experiments are widely used to compare specific design alternatives, but they can also be used to produce generalizable knowledge and inform strategic decision making. Doing so often requires sophisticated experimental designs, iterative refinement, and careful logging and analysis. Few tools exist that support these needs. We thus introduce a language for online field experiments called PlanOut. PlanOut separates experimental design from application code, allowing the experimenter to concisely describe experimental designs, whether common "A/B tests" and factorial designs, or more complex designs involving conditional logic or multiple experimental units. These latter designs are often useful for understanding causal mechanisms involved in user behaviors. We demonstrate how experiments from the literature can be implemented in PlanOut, and describe two large field experiments conducted on Facebook with PlanOut. For common scenarios in which experiments are run iteratively and in parallel, we introduce a namespaced management system that encourages sound experimental practice.Comment: Proceedings of the 23rd international conference on World wide web, 283-29

Designing an expert knowledge-based Systemic Importance Index for financial institutions

Defining whether a financial institution is systemically important (or not) is challenging due to (i) the inevitability of combining complex importance criteria such as institutions’ size, connectedness and substitutability; (ii) the ambiguity of what an appropriate threshold for those criteria may be; and (iii) the involvement of expert knowledge as a key input for combining those criteria. The proposed method, a Fuzzy Logic Inference System, uses four key systemic importance indicators that capture institutions’ size, connectedness and substitutability, and a convenient deconstruction of expert knowledge to obtain a Systemic Importance Index. This method allows for combining dissimilar concepts in a non-linear, consistent and intuitive manner, whilst considering them as continuous –non binary- functions. Results reveal that the method imitates the way experts them-selves think about the decision process regarding what a systemically important financial institution is within the financial system under analysis. The Index is a comprehensive relative assessment of each financial institution’s systemic importance. It may serve financial authorities as a quantitative tool for focusing their attention and resources where the severity resulting from an institution failing or near-failing is estimated to be the greatest. It may also serve for enhanced policy-making (e.g. prudential regulation, oversight and supervision) and decision-making (e.g. resolving, restructuring or providing emergency liquidity).Systemic Importance, Systemic Risk, Fuzzy Logic, Approximate Reasoning, Too-connected-to-fail, Too-big-to-fail. Classification JEL: D85, C63, E58, G28.

Knowing Your Population: Privacy-Sensitive Mining of Massive Data

Location and mobility patterns of individuals are important to environmental planning, societal resilience, public health, and a host of commercial applications. Mining telecommunication traffic and transactions data for such purposes is controversial, in particular raising issues of privacy. However, our hypothesis is that privacy-sensitive uses are possible and often beneficial enough to warrant considerable research and development efforts. Our work contends that peoples behavior can yield patterns of both significant commercial, and research, value. For such purposes, methods and algorithms for mining telecommunication data to extract commonly used routes and locations, articulated through time-geographical constructs, are described in a case study within the area of transportation planning and analysis. From the outset, these were designed to balance the privacy of subscribers and the added value of mobility patterns derived from their mobile communication traffic and transactions data. Our work directly contrasts the current, commonly held notion that value can only be added to services by directly monitoring the behavior of individuals, such as in current attempts at location-based services. We position our work within relevant legal frameworks for privacy and data protection, and show that our methods comply with such requirements and also follow best-practice