31 citations · 57 across the 10 of their papers we have counts for
10 papers
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II
Aymeric Vie, J. Doyne Farmer
Agent-based models (ABMs) are fit to model heterogeneous, interacting systems like financial markets. We present the latest advances in Evology: a heterogeneous, empirically calibr…
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds
Aymeric Vie, Maarten Scholl, Alissa M. Kleinnijenhuis +1
The profitability of various investment styles in investment funds depends on macroeconomic conditions. Market ecology, which views financial markets as ecosystems of diverse, inte…
Population network structure impacts genetic algorithm optimisation performance
Aymeric Vie
A genetic algorithm (GA) is a search method that optimises a population of solutions by simulating natural evolution. Good solutions reproduce together to create better candidates.…
Evolutionary Strategies with Analogy Partitions in p-guessing Games
Aymeric Vie
In Keynesian Beauty Contests notably modeled by p-guessing games, players try to guess the average of guesses multiplied by p. Convergence of plays to Nash equilibrium has often be…
A Genetic Algorithm approach to Asymmetrical Blotto Games with Heterogeneous Valuations
Aymeric Vie
Blotto Games are a popular model of multi-dimensional strategic resource allocation. Two players allocate resources in different battlefields in an auction setting. While competiti…
Emergence of more contagious COVID-19 variants from the coevolution of viruses and policy interventions
Aymeric Vie
At the end of 2020, policy responses to the SARS-CoV-2 outbreak have been shaken by the emergence of virus variants. The emergence of these more contagious, more severe, or even va…
Modelling SARS-CoV-2 coevolution with genetic algorithms
Aymeric Vie
At the end of 2020, policy responses to the SARS-CoV-2 outbreak have been shaken by the emergence of virus variants, impacting public health and policy measures worldwide. The emer…
Qualities, challenges and future of genetic algorithms: a literature review
Aymeric Vie, Alissa M. Kleinnijenhuis, Doyne J. Farmer
Genetic algorithms, computer programs that simulate natural evolution, are increasingly applied across many disciplines. They have been used to solve various optimisation problems…
Multivariate Gaussian extended quadrature method of moments for turbulent disperse multiphase flow
Christophe Chalons, Frédérique Laurent, Marc Massot +1
The present contribution introduces a fourth-order moment formalism for particle trajectory crossing (PTC) in the framework of multiscale modeling of disperse multiphase flow. In o…
On the Eulerian Large Eddy Simulation of disperse phase flows: an asymptotic preserving scheme for small Stokes number flows
Christophe Chalons, Marc Massot, Aymeric Vié
In the present work, the Eulerian Large Eddy Simulation of dilute disperse phase flows is investigated. By highlighting the main advantages and drawbacks of the available approache…