This paper, published with colleagues from Warwick University and Cambridge University: Petra Vertes, Ruth Nicol, Sandra Chapman, Nicholas Watkins, and Edward Bullmore was the result of inter-disciplinary work funded by the EPSRC – the Engineering and Physical Sciences Research Council (Grant number EP/H02395X/1). We investigated the similarities in the network structure financial markets and brain networks.
Although metaphorical and conceptual connections between the human brain and the financial markets have often been drawn, rigorous physical or mathematical underpinnings of this analogy remain largely unexplored. Here, we apply a statistical and graph theoretic approach to the study of two datasets – the time series of 90 stocks from the New York stock exchange over a 3-year period, and the fMRI-derived time series acquired from 90 brain regions over the course of a 10-min-long functional MRI scan of resting brain function in healthy volunteers. Despite the many obvious substantive differences between these two datasets, graphical analysis demonstrated striking commonalities in terms of global network topological properties.
Agent-Based Modeling Toolkits: NetLogo, RePast, and Swarm (2005, Academy of Management Learning and Education 4(4), 525–527) sets out a comparison of three widely used agent-based modeling toolkits: RePast, NetLogo, and Swarm. It shows the differences between the toolkits, setting out the advantages, disadvantages, and limitations of each software toolkit.
Behavioral Operational Research: Theory, Methodology and Practice(Martin Kunc, Jonathan Malpass, Leroy Wright, Eds.) was published by Palgrave Macmillan in September 2016. My chapter on Agent-Based Modeling and Behavioral Operational Research shows the great potential of using agent-based simulation within BOR, showing how example models can be applied to the field. More details of the chapter can be found on the Palgrave Macmillan site here (DOI:10.1057/978-1-137-53551-1_7).
The Dynamics of Strategy is a book published by Oxford University Press (Robertson and Caldart 2010) and combines natural science models with strategic management. Chapters on networks, agent-based modelling, and dynamic economic models are used to show how strategy can be treated analytically.