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This study asks the question: If we take a small neighborhood and introduce a barrier, how will the neighborhood change? Will it be better protected and flourish, or will it decay and die or perhaps will there be no change at all? What determines the outcome? This work tries to answer these questions by creating an Agent-Based Model (ABM) to test different scenarios and observe the results. Urban environments, both natural and built, are complex systems, containing a multitude of people, landscapes and buildings. Simple changes in street-lighting and sidewalks, the addition of trees and green scapes or the enforcement of “broken-window” policies impact local neighborhoods [1]. Measuring behavior changes on a neighborhood level are difficult to quantify, but by using ABM methods we can build our neighborhood, populate it with a variety of actors and watch their interaction with each other, and with introduced stimuli. Our simulation introduces a barrier (highway) with varying permeability into a mixed use neighborhood loosely based on Richmond’s Jackson Ward. Several metrics (such as property value, crime rates, etc.) were used to determine if the neighborhood was under duress, or thriving. In real-world terms we built a roadway though the neighborhood and observed the “severance effect” as our actors’ adapted to reduced mobility and remained within their accessible range.

The understanding of gene movement in plant species is critical to the management of both plant and animal species reliant on that plant. Pollen is the mechanism by which plants pass their genetic material from one generation to the next. Pollen dispersal studies have focused primarily on purely random diffusion processes, while this may be a good assumption for species pollinated mainly by abiotic means, such as wind, it is most likely an over simplification for species that are pollinated by biotic means, such as insects [3]. Correlated random walk (CRW) models are a model of animal movement [10] and have been successfully used to explore the movement of animals in varying ecological contexts [1]. An agent-based model (ABM) is developed to describe pollen movement via insects as a correlated random walk (CRW). This model is used to explore how insect path lengths and pollen distribution are affected by the varying turning angle and plant density.

Dans la zone nord des bassins versants de la Thaïlande, l'augmentation de la dégradation des ressources du bassin hydrographique résultant de la combinaison de l’augmentation de la population et de la croissance économique ont conduit à la création de contrôles divers par différents agents. Le gouvernement thaïlandais a fait des efforts considérables pour responsabiliser et impliquer les populations locales dans la gouvernance des ressources, pour éradiquer le problème et atténuer les conflits d'intérêts. Toutefois, la participation de la population ne progresse pas au-delà des niveaux d'information et de consultation. Afin de promouvoir la bonne gouvernance des ressources, la question de recherche proposée ici est de savoir comment utiliser la modélisation d'accompagnement (ComMod) qui est un processus de médiation outillé pour promouvoir la compréhension mutuelle et l'apprentissage adaptatif chez les intervenants afin d’améliorer la gestion collective des bassins versants. Les principales méthodes de recherche mises en œuvre dans cette étude sont le jeu de rôle (RPG), l'observation participante et la modélisation multi-agents. L'analyse préliminaire du cas du bassin versant Maehae a révélé un risque de conflit entre les agriculteurs et les forestiers. Deux sessions de jeu de rôle (RPG) ont été menées afin de mieux comprendre comment ces acteurs utilisent et gèrent des terres et des forêts malgré des conflits d'intérêts. […]En résumé, le réseau villageois, comme le réseau local, crée des liens divers entre deux ethnies et communautés. Il lie des individus, des groupes et des réseaux plus politiques et se pose en tant qu'intermédiaire informel politique pour co-gérer les ressources du bassin hydrographique et atténuer les tensions éventuelles entre les parties prenantes. La fonction du réseau villageois représente un processus d'évolution culturelle par le biais de l'apprentissage social et permet d’accroitre les préoccupations environnementales, et par conséquent, accroît la capacité d'adaptation la résilience. Cette étude […] souligne l'importance de la participation des principales parties prenantes, la confiance entre le chercheur et les acteurs, la position neutre du chercheur. La prochaine étape dans la modélisation d'accompagnement serait nécessaire, pour partager le plan de gestion collective locale avec les réseaux politiques plus interconnectés, grâce à la simulation du modèle, et passer à d'autres co-planifications et co-décisions en matière de gouvernance durable des ressources des bassins versants. / In the northern watershed area of Thailand, the increase in watershed resources degradation due to the combination of population and economic growths led to diverse controls and responsible agents. Thai government has put substantial effort to empower and involve local people in resource governance, to eradicate the problem and mitigate the conflict of interest. However, the people participation does not progress beyond informative and consultative levels. The Maehae is one of the complex watershed management cases where intensive vegetable cultivated lands located in restricted watershed area, multi-level stakeholders involved in watershed resources management existed. To promote good resource governance, the research questions proposed here is how to employ companion modeling (ComMod) process and mediating tools to promote mutual and adaptive learning among stakeholders to enhance collective watershed management. The main field research methods implemented in this study are roleplaying game (RPG), stakeholders observation and multi-agent based model (MABM). Preliminary system analysis of the Maehae revealed a potential conflict among the farmers and the forester. Two land-forest role-playing game (RPG) sessions were conducted in order to gain a better understanding on how these stakeholders use and manage land and forest under conflict of interests. […]This scenarios exploration showed that the San was only determinant factor in the “business as usual” scenarios. The San […] could reduce forest disturbance and promoted total farm productivity. […] In summary, The Maehae village network, as the local network, bridges diverse ties both ethnicities and communities. It links individual, groups and higher policy network; performs as intermediary informal political network to co-manage the watershed resources and mitigate possible tensions among stakeholders. The village network function represents a cultural evolution process through social learning and gaining of environmental concerns, therefore, enhances adaptive capacity and increase resilience. This study […] recommends the important of key stakeholders’ involvement, the trust between researcher and the stakeholders, the neutral position of the researcher. Further stage of companion modelling would be required, to share collective local management plan with larger interconnected policy networks, through the model simulation, and move to further co-planning and codecision making for sustainable watershed resource governance.

Adaptation is necessary to cope with, or take advantage of, the effects of climate change on socio-ecological systems. This is especially important in the forestry sector, which is sensitive to the ecological and economic impacts of climate change, and where the adaptive decisions of owners play out over long periods of time. These decisions are subject to experienced and expected impacts, and depend upon the temporal interactions of a range of individual and institutional actors. Knowledge of, and responses to, climate change are therefore very important if forestry is to cope with, or take advantage of, the effects of climate change over longer timescales. It is important to understand the role of human behaviour and decision-making processes in the study of complex socio-ecological systems and modelling is a method that can support experiments to advance this understanding. This study is based on the development of CRAFTY-Sweden; an agent-based model that allows the exploration of Swedish land-use dynamics and adaptation to climate change through scenario analysis. In CRAFTY-Sweden, forest and farmland owners make land use and management decisions according to their objectives, management preferences and capabilities. As a result of their management and location characteristics they are able to provide ecosystem services. To explore future change, quantitative scenarios were used that considered both socio-economic development pathways and climatic change. Simulations were run under the different scenarios for the period 2010-2100, for the whole of Sweden. Furthermore, because institutions (i.e. organisations) also influence socio-ecological systems through their actions and interactions between them and with land owners and the environment, a conceptual model of institutional actions applied to socio-ecological systems was developed. The application of this conceptual model was explored through a model of institutions that can act, interact and adapt to environmental change in attempting to affect ecosystem service provision within a simple forestry governance system. I found that forestry in the future will likely be unable to meet societal demands for forest services solely on the basis of autonomous adaptation. A northward expansion of agriculture and especially of forestry proved positive for both sectors to adapt to changing conditions, under several scenarios, given the substantial land availability and the improved environmental conditions for plant growth. Legacy effects of past land-use change can have a great impact on future land-use change and adaptation processes, especially in forestry. Also, greater competition for land may lead to shorter forest rotation times. Socio-economic change and land owner behavioural differences may have a larger impact on owner competitiveness, land-use change and ecosystem service provision than climate-driven changes in land productivity. Different owner objectives and behaviour resulted in different levels of ecosystem service provision. Also, particular forest types were differently suitable for adaptation depending on the sets of objectives under which they were managed. Owners implementing particular management strategies can be differently competitive under different future scenarios, and the suitability of such strategies for adaptation is not a static, inherent characteristic of a system. Instead, it evolves in response to changing contexts that include both the external global change drivers and the internal dynamics of agent interactions. Additionally, institutional conceptual models as presented here can support better understanding of the key institutional decision-making dynamics and their consequences, endogenously, flexibly across different socio-ecological systems. Finally, study limitations, future research and the policy relevance of findings are discussed.

Les approches de simulation classiques ne sont en général pas adaptées pour traiter les aspects de complexité que présentent les systèmes complexes tels que l'émergence ou l'adaptation. Dans cette thèse, l'auteur s'appuie sur ses travaux menés dans le cadre d'un projet de simulation sur l’épidémie de grippe en France associée à des interventions sur une population en considérant le phénomène étudié comme un processus diffusif sur un réseau complexe d'individus, l'originalité réside dans le fait que la population y est considérée comme un système réactif. La modélisation de tels systèmes nécessite de spécifier explicitement le comportement des individus et les réactions de ceux-cis tout en produisant un modèle informatique qui doit être à la fois flexible et réutilisable. Les diagrammes d'états sont proposés comme une approche de programmation reposant sur une modélisation validée par l'expertise. Ils correspondent également à une spécification du code informatique désormais disponibles dans les outils logiciels de programmation agent. L'approche agent de type bottom-up permet d'obtenir des simulations de scénario "what-if" où le déroulement des actions peut nécessiter que les agents s'adaptent aux changements de contexte. Cette thèse propose également l'apprentissage pour un agent par l'emploi d'arbre de décision afin d'apporter flexibilité et lisibilité pour la définition du modèle de comportement des agents et une prise de décision adaptée au cours de la simulation. Notre approche de modélisation computationnelle est complémentaire aux approches traditionnelles et peut se révéler indispensable pour garantir une approche pluridisciplinaire validable par l'expertise. / Traditional approaches are not sufficient, and sometimes impossible in dealing with complexity issues such as emergence, self-organization, evolution and adaptation of complex systems. As illustrated in this thesis by the practical work of the author in a real-life project, the spreading of infectious disease as well as interventions could be considered as difusion processes on complex networks of heterogeneous individuals in a society which is considered as a reactive system. Modeling of this system requires explicitly specifying of each individual’s behaviors and (re)actions, and transforming them into computational model which has to be flexible, reusable, and ease of coding. Statechart, typical for model-based programming, is a good solution that the thesis proposes. Bottom-up agent based simulation finds emergence episodes in what-if scenarios that change rules governing agent’s behaviors that requires agents to learn to adapt with these changes. Decision tree learning is proposed to bring more flexibility and legibility in modeling of agent’s autonomous decision making during simulation runtime. Our proposition for computational models such as agent based models are complementary to traditional ones, and in some case they are unique solutions due to legal, ethical issues.

Network reciprocity describes the emergence of cooperative behaviour where interactions are constrained by incomplete network connectivity. It has been widely studied as an enabling mechanism for the emergence of cooperation and may be of particular interest in explaining cooperative behaviours amongst unrelated individuals or in organisms of lower cognitive abilities. Research in this area has been galvanised by the finding that heterogeneous topology promotes cooperation. Consequently there has been a strong focus on scale-free networks; however, such networks typically presuppose formative mechanisms based on preferential attachment, a process which has no general explanation. This assumption may give rise to models of cooperation that implicitly encode capabilities only generally found in more complex forms of life, thus constraining their relevance with regards to the real world. By considering the connectivity of populations to be dynamic, rather than fixed, cooperation can exist at lower levels of heterogeneity. This thesis demonstrates that a model of network fluctuation, based on random rather than preferential growth, supports cooperative behaviour in simulated social networks of only moderate heterogeneity, thus overcoming difficulties associated with explanations based on scale-free networks. In addition to illustrating the emergence and persistence of cooperation in existing networks, we also demonstrate how cooperation may evolve in networks during their growth. In particular our model supports the emergence of cooperation in populations where it is originally absent. The combined impact of our findings increases the generality of reciprocity as an explanation for cooperation in networks.

This thesis consists of four self-contained papers related to banking, credit markets and financial stability.    Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. We find evidence supporting the asset deterioration hypothesis and results that emphasize the importance of accurate firm quality estimates. In addition, we find that an increase in the debt’s time to maturity, homogenous expected default rates and a conservative lending approach, reduces the probability of a credit crunch. Thus, our results suggest some up till now partially overlooked components contributing to the financial stability of an economy.     Paper [II] derives an econometric disequilibrium model for time series data. This is done by error correcting the supply of some good. The model separates between a continuously clearing market and a clearing market in the long-run such that we are able to obtain a novel test of clearing markets. We apply the model to the Swedish market for short-term business loans, and find that this market is characterized by a long-run nonmarket clearing equilibrium.    Paper [III] studies the risk-return profile of centralized and decentralized banks. We address the conditions that favor a particular lending regime while acknowledging the effects on lending and returns caused by the course of the business cycle. To analyze these issues, we develop a model which incorporates two stylized facts; (i) banks in which lendingdecisions are decentralized tend to have a lower cost associated with screening potential borrowers and (ii) decentralized decision-making may generate inefficient outcomes because of lack of coordination. Simulations are used to compare the two banking regimes. Among the results, it is found that even though a bank group where decisions are decentralizedmay end up with a portfolio of loans which is (relatively) poorly diversified between regions, the ability to effectively screen potential borrowers may nevertheless give a decentralized bank a lower overall risk in the lending portfolio than when decisions are centralized.    In Paper [IV], we argue that the practice used in the valuation of a portfolio of assets is important for the calculation of the Value at Risk. In particular, a seller seeking to liquidate a large portfolio may not face horizontal demand curves. We propose a partially new approach for incorporating this fact in the Value at Risk and Expected Shortfall measures and in an empirical illustration, we compare it to a competing approach. We find substantial differences.

This thesis focuses on stochastic processes and some of their properties are investigated which are necessary to determine the tools, the extremal index and the extremogram. Both mathematical tools measure extremal dependency within random time series. Two different models are introduced and related properties are discussed. The probability function of the Agent based model is surveyed explicitly and strong stationarity is proven. Data sets for both processes are simulated and clustering of the data is investigated with two different methods. Finally an estimation of the extremogram is used to interpret dependency of extremes within the data.

Zugl.: Kassel, Univ., Diss.