This paper aims at studying the factors generating a number of stylized facts in financial markets using an Agents Based Model. In the presented model, agents individually set a buy/sell order according to both fundamentalist and chartist strategies. The weights given to the two strategies are...

This article deals with nonlinear stochastic uncertain multi-agent systems (MASs) under mixed delays and impulse disturbances and leader-followers and leaderless systems. Based on the Lyapunov Function (LF), stochastic analysis and some inequality scaling skills, asymptotic stability is...

Due to the frequently changing environments associated to thru-casing density measurement, the detector response varies largely. This creates the challenge to simulate all environmental variations to acquire detector responses, which is computational expensive and time consuming. To address...

In this paper, we present extensions of the Hatzopoulos-Sagianou (2020) (HS) multiple-component stochastic mortality model. Our aim is to thoroughly evaluate and stress test the HS model by deploying various link functions, using generalised linear models, and diverse distributions in the...