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Simulation of Spread of Infectious Diseases in Human Population
Vaňo, Michal ; Peringer, Petr (referee) ; Strnadel, Josef (advisor)
Epidémie predstavujú trvalú hrozbu pre život a ekonomiku krajín. Napriek ich ničivému potenciálu, ich dopad je možné zjemniť študovaním chorôb, ktoré tieto epidémie spôsobujúu, a predpoveďou ich dosahu. Modelovanie epidémií je kľúčové pre pochopenie šírenia infekčných chorôb a hodnotenie účinnosti zdravotných zásahov. Táto bakalárska práca najprv predstavuje a porovnáva kompartmentálne a multiagentné modely, dva primárne prístupy v oblasti epidemiologického modelovania. Zvoleným prístupom pre túto prácu je multiagentné modelovanie, ktoré bolo dôkladne analyzované a následne transformované na abstraktný model šírenia chorôb. Model je navrhnutý tak, aby bol spustiteľný na akomkoľvek slovenskom meste a poskytol všestranný nástroj na pochopenie dynamiky chorôb v rôznych lokalitách. Abstraktný model bol implementovaný v Pythone. Záverečná časť práce pozostáva z vykonania experimentov na analýzu rôznych scenárov a rôznych opatrení. Tieto experimenty prispievajú k hlbšiemu pochopeniu dynamiky šírenia chorôb a môžu byť zdrojom informácií pri tvorbe politiky v oblasti verejného zdravia. Práca ponúka prehľadnú štúdiu rôznych prístupov k modelovaniu a vyvíja všestranný model založený na agentoch, ktorý je možné rozšíriť podľa dostupných údajov.
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Multi-agent Network Models of Financial Stability
Klinger, Tomáš ; Teplý, Petr (advisor) ; Tripe, David (referee) ; Stavárek, Daniel (referee) ; Jakubík, Petr (referee)
The thesis focuses on banking regulation and on the nexus between financial sovereign crises. After illustrating the main mechanisms on the recent financial crisis, we construct several multi-agent network models of a financial system for testing its stability under different parameters. In the first part, we focus on the rationale for banking regulation and we describe its development including the recently introduced Basel III measures. The main conclusion of this part is that regulation is to a large extent influenced by the banks and it does not always secure financial system stability. In the second part, we build an agent-based model which enables us to simulate the impacts of various types of negative shocks given various settings of the banking system and the regulatory environment, including the capital and liquidity measures. Our simulations show firstly that sufficient capital buffers are crucial for systemic stability, secondly that the discretionary measures have little effect once a crisis breaks out and thirdly that liquidity measures are a relevant regulatory tool. In the third part, the model is extended so that it allows for testing effects of state support on systemic stability is tested with various parameter settings in Monte Carlo simulations and for testing of feedback loops in which...
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Systemic risk and sovereign crises: modelling interconnections in the financial system
Klinger, Tomáš ; Teplý, Petr (advisor) ; Jakubík, Petr (referee)
This thesis focuses on the link between financial system and sovereign debt crises through sovereign support to banks on one hand and banks' exposures to weak sovereigns on the other. After illustrating the main relationships on the recent financial crisis, we construct an agent-based network model of an artificial financial system allowing us to analyse the effects of state support on systemic stability and the feedback loops of risk transfer back into the financial system. First, the model is tested with various parameter settings in Monte Carlo simulations and second, it is calibrated to the real world data using a unique dataset put together from various sources. Our analyses yield the following key results: Firstly, in the short term, all the support measures improve the systemic stability. Secondly, in the longer run, the effects of state support depend on several parameters but still there are settings in which it significantly mitigates the systemic crisis. Finally, there are differences among the effects of the different types of support measures.
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Systemic risk and sovereign crises: modelling interconnections in the financial system
Klinger, Tomáš ; Teplý, Petr (advisor) ; Jakubík, Petr (referee)
This thesis focuses on the link between financial system and sovereign debt crises through sovereign support to banks on one hand and banks' exposures to weak sovereigns on the other. After illustrating the main relationships on the recent financial crisis, we construct an agent-based network model of an artificial financial system allowing us to analyse the effects of state support on systemic stability and the feedback loops of risk transfer back into the financial system. First, the model is tested with various parameter settings in Monte Carlo simulations and second, it is calibrated to the real world data using a unique dataset put together from various sources. Our analyses yield the following key results: Firstly, in the short term, all the support measures improve the systemic stability. Secondly, in the longer run, the effects of state support depend on several parameters but still there are settings in which it significantly mitigates the systemic crisis. Finally, there are differences among the effects of the different types of support measures.
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Agent-based models of cooperative games
Sedláček, Adam ; Burian, Jan (advisor) ; Dlouhý, Martin (referee)
The diploma thesis describes design and creation of agent-based model of cooperative games and its subsequent analysis. The created model combines assumptions of game the-ory with other findings; it examines the dynamics of coalition formation and the influence of external and internal factors on this formation. The first theoretical part introduces the game theory and clarifies basic principles and con-cepts of N - player cooperative games. It evaluates the benefits and disadvantages of solu-tions introduced by this theory. The thesis further deals with multi-agent systems focused on agent-based models as an analytical and computational method for analyzing complex systems. There are also explained basic principles of agent-based modeling, including ap-proaches of their creation. Furthermore, there are presented distinctions between different types of agents, environments and models. The second practical part specifies assumptions and principles that are essential for the created multi-agent model. The diploma thesis describes the development of agent-based model of cooperative games by itself, including its characteristics and behavior. Final analysis of the created model clarifies impact of individual variables on the coalition for-mation process and confirms its ability to investigate given area.
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Agent based models of financial markets - rationality and social networks
Popadinec, Martin ; Burian, Jan (advisor) ; Berka, Petr (referee)
In the thesis we focus on involving Agent-based models in modeling financial markets. In Agent-based models of economical systems, often called Agent-based computational economics (ACE), market price is established by actions and interactions of autonomous agents using heuristics or simple decision-making rules. This approach to modeling of financial markets provide us with better understanding of establishing market price then aggregate economical models which focuses exclusively on societally "optimal" equilibria assuming that they are achieved by informed and rational behavior of people. The thesis consists of two main parts. The first one, theoretical, is an introduction to agent based modeling, bounded rationality and social network Our concern in the second part of the thesis is a model of volatility on financial markets. This model is interesting example of agent based approach to creating economical models. However it contains some non-realistic assumption from which the most controversial is the space where agents interacts -- two dimensional lattice. In this part of the work the model is converted from two dimensional lattice to the networks which better corresponds to real social networks but we also experiment with another extension of the agent's decision-making function. The intended outcome of the work is verifying the quality of the model, to learn the effect of our model extensions on price volatility, overview of attributes of the particular networks and discussion whether such models could provide some valuable information to the economist which are interested in financial markets.
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