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

Principles and Concepts of Agent-Based Modelling for Developing Geospatial Simulations

The aim of this paper is to outline fundamental concepts and principles of the Agent-Based Modelling (ABM) paradigm, with particular reference to the development of geospatial simulations. The paper begins with a brief definition of modelling, followed by a classification of model types, and a comment regarding a shift (in certain circumstances) towards modelling systems at the individual-level. In particular, automata approaches (e.g. Cellular Automata, CA, and ABM) have been particularly popular, with ABM moving to the fore. A definition of agents and agent-based models is given; identifying their advantages and disadvantages, especially in relation to geospatial modelling. The potential use of agent-based models is discussed, and how-to instructions for developing an agent-based model are provided. Types of simulation / modelling systems available for ABM are defined, supplemented with criteria to consider before choosing a particular system for a modelling endeavour. Information pertaining to a selection of simulation / modelling systems (Swarm, MASON, Repast, StarLogo, NetLogo, OBEUS, AgentSheets and AnyLogic) is provided, categorised by their licensing policy (open source, shareware / freeware and proprietary systems). The evaluation (i.e. verification, calibration, validation and analysis) of agent-based models and their output is examined, and noteworthy applications are discussed.Geographical Information Systems (GIS) are a particularly useful medium for representing model input and output of a geospatial nature. However, GIS are not well suited to dynamic modelling (e.g. ABM). In particular, problems of representing time and change within GIS are highlighted. Consequently, this paper explores the opportunity of linking (through coupling or integration / embedding) a GIS with a simulation / modelling system purposely built, and therefore better suited to supporting the requirements of ABM. This paper concludes with a synthesis of the discussion that has proceeded. The aim of this paper is to outline fundamental concepts and principles of the Agent-Based Modelling (ABM) paradigm, with particular reference to the development of geospatial simulations. The paper begins with a brief definition of modelling, followed by a classification of model types, and a comment regarding a shift (in certain circumstances) towards modelling systems at the individual-level. In particular, automata approaches (e.g. Cellular Automata, CA, and ABM) have been particularly popular, with ABM moving to the fore. A definition of agents and agent-based models is given; identifying their advantages and disadvantages, especially in relation to geospatial modelling. The potential use of agent-based models is discussed, and how-to instructions for developing an agent-based model are provided. Types of simulation / modelling systems available for ABM are defined, supplemented with criteria to consider before choosing a particular system for a modelling endeavour. Information pertaining to a selection of simulation / modelling systems (Swarm, MASON, Repast, StarLogo, NetLogo, OBEUS, AgentSheets and AnyLogic) is provided, categorised by their licensing policy (open source, shareware / freeware and proprietary systems). The evaluation (i.e. verification, calibration, validation and analysis) of agent-based models and their output is examined, and noteworthy applications are discussed.Geographical Information Systems (GIS) are a particularly useful medium for representing model input and output of a geospatial nature. However, GIS are not well suited to dynamic modelling (e.g. ABM). In particular, problems of representing time and change within GIS are highlighted. Consequently, this paper explores the opportunity of linking (through coupling or integration / embedding) a GIS with a simulation / modelling system purposely built, and therefore better suited to supporting the requirements of ABM. This paper concludes with a synthesis of the discussion that has proceeded

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

A Common Protocol for Agent-Based Social Simulation

Traditional (i.e. analytical) modelling practices in the social sciences rely on a very well established, although implicit, methodological protocol, both with respect to the way models are presented and to the kinds of analysis that are performed. Unfortunately, computer-simulated models often lack such a reference to an accepted methodological standard. This is one of the main reasons for the scepticism among mainstream social scientists that results in low acceptance of papers with agent-based methodology in the top journals. We identify some methodological pitfalls that, according to us, are common in papers employing agent-based simulations, and propose appropriate solutions. We discuss each issue with reference to a general characterization of dynamic micro models, which encompasses both analytical and simulation models. In the way, we also clarify some confusing terminology. We then propose a three-stage process that could lead to the establishment of methodological standards in social and economic simulations.Agent-based, simulations, methodology, calibration, validation.

Engineering simulations for cancer systems biology

Computer simulation can be used to inform in vivo and in vitro experimentation, enabling rapid, low-cost hypothesis generation and directing experimental design in order to test those hypotheses. In this way, in silico models become a scientific instrument for investigation, and so should be developed to high standards, be carefully calibrated and their findings presented in such that they may be reproduced. Here, we outline a framework that supports developing simulations as scientific instruments, and we select cancer systems biology as an exemplar domain, with a particular focus on cellular signalling models. We consider the challenges of lack of data, incomplete knowledge and modelling in the context of a rapidly changing knowledge base. Our framework comprises a process to clearly separate scientific and engineering concerns in model and simulation development, and an argumentation approach to documenting models for rigorous way of recording assumptions and knowledge gaps. We propose interactive, dynamic visualisation tools to enable the biological community to interact with cellular signalling models directly for experimental design. There is a mismatch in scale between these cellular models and tissue structures that are affected by tumours, and bridging this gap requires substantial computational resource. We present concurrent programming as a technology to link scales without losing important details through model simplification. We discuss the value of combining this technology, interactive visualisation, argumentation and model separation to support development of multi-scale models that represent biologically plausible cells arranged in biologically plausible structures that model cell behaviour, interactions and response to therapeutic interventions

A Common Protocol for Agent-Based Social Simulation

Traditional (i.e. analytical) modelling practices in the social sciences rely on a very well established, although implicit, methodological protocol, both with respect to the way models are presented and to the kinds of analysis that are performed. Unfortunately, computer-simulated models often lack such a reference to an accepted methodological standard. This is one of the main reasons for the scepticism among mainstream social scientists that results in low acceptance of papers with agent-based methodology in the top journals. We identify some methodological pitfalls that, according to us, are common in papers employing agent-based simulations, and propose appropriate solutions. We discuss each issue with reference to a general characterization of dynamic micro models, which encompasses both analytical and simulation models. In the way, we also clarify some confusing terminology. We then propose a three-stage process that could lead to the establishment of methodological standards in social and economic simulations.Agent-Based, Simulations, Methodology, Calibration, Validation, Sensitivity Analysis