Microsimulations make use of quantitative methods to analyze complex phenomena in populations. They allow modeling socioeconomic systems based on micro-level units such as individuals, households, or institutional entities. However, conducting a microsimulation study can be challenging. It often...

In general, risk of an extreme outcome in financial markets can be expressed as a function of the tail copula of a high-dimensional vector after standardizing marginals. Hence it is of importance to model and estimate tail copulas. Even for moderate dimension, nonparametrically estimating a tail...

Considering correlations between entries of credit portfolio is an important objective when estimating credit risk. This paper aims to construct a multivariate model of credit losses examining a portfolio composed of loans to a set of kinds of business. The paper also introduces the method of...

Este documento busca identificar el desarrollo humano y social en áreas rurales donde la energía juega un papel importante en la forma en la cual las personas toman decisiones y su papel en la mejora de la calidad de vida, medida como la satisfacción de las necesidades básicas de Maslow. El...

Within the field of Criminology, the spatio-temporal dynamics of crime are an important subject of study. In this area, typical questions are how the behaviour of offenders, targets, and guardians can be explained and predicted, as well as the emergence and displacement of criminal hot spots. In...

Social simulation is often described as a multidisciplinary and fast-moving field. This can make it difficult to obtain an overview of the field both for contributing researchers and for outsiders who are interested in social simulation. The Journal for Artificial Societies and Social Simulation...

In this paper, the implications of applying the idea of gift exchange mechanism, inspired from Pierre Bourdieu's sociological theories, into a market-based multiagent system are explored. Our work is directed in the continuation of investigations by Knabe (2002), who addressed the formation of...

This contribution deals with the assessment of the quality of a simulation by discussing and comparing "real-world" and scientific social simulations. We use the example of the Caffè Nero in Guildford as a 'real-world' simulation of a Venetian café. The construction of everyday simulations...

This paper draws on the metaphor of a spectrum of models ranging from the most theory-driven to the most evidence-driven. The issue of concern is the practice and criteria that will be appro- priate to validation of different models. In order to address this concern, two modelling approaches are...