Assignments WS 2015/2016

Brownian motion Stock simulation (Willem Van de Velde, wilv00)

The simulation will contain the evolution of a portfolio of stocks. Each stock has a certain drift, volatility and initial market price. Over time the value of a stock change dependent on a brownian motion and the time. A person wants to invest a certain amount of money in stocks.

The goal of this simulation is to see how the persons initial investment will evolve over time, what portfolio structure would be ideal for the initial investment?

Method: Monte carlo Simulation; Program: Excel

Wilv00 (talk) 09:52, 13 December 2016 (CET)

Hello, could you be more specific? How many stocks? what will be the options for the simulation user to setup his own portfolio? how will you implement the periodically returning depressions? I would expect that the portfolio should consist from stocks, bonds and deposits and the user would choose between the split of the portfolio among these three financial instruments, rather than choosing particular stocks (as it is done in reality). What will be the source of the data?

Oleg.Svatos (talk) 20:48, 13 December 2016 (CET)

I would use the stock market of my home country (Belgium) so the BEL-20. I would do the simulation with the option of selecting a portfolio that consists indeed of bonds, deposits and stocks taking into account with current market intrest from Belgium and returns on these instruments. I would involve 5 different stocks from the BEL-20 and combine these into a portfolio. So the total simulation would involve a part that is invested in bonds, deposits and a portfolio of 5 stocks (i haven't looked which specific stocks i would use). The goal will than be determing which percentage of his initial investment he would have to invest in bonds, stocks and deposists to maximize his return after a certain period of years (taken into account the different risk measures associated with the different portfolio's).

I wasn't thinking about involving periodically returning depressions. This would mean that after a certain period of time I would have to change the volatility and drift of the stocks and the market intrest right?

Wilv00 (talk) 12:09, 14 December 2016 (CET)

Yes, you have to play with it little bit as the value of the instruments/portfolios changes differently during the depression as you can see for instance in graph here. These business cycles is what makes the portfolio value prediction so hard, so it is necessary to incorporate them in the simulation. Simulation approved.

Oleg.Svatos (talk) 13:43, 14 December 2016 (CET)

Ok, i see. I will incorporate this in the model as well. Thank you.

Wilv00 (talk) 09:34, 15 December 2016 (CET)

Simulation proposal (Jakub Esterka, xestj00)

Simulation (in NETLOGO) will be set up as a FPS computer game (e.g. Counter Strike) with two teams and set number of players in each team (between 1 and 64). Goal of a simulation will be to find out how much more members can other team have for winning rate to be still 50 % in average. Second goal will be to find out how big advantage randomly selected player has to have for his team to dominate (after 10 games). And the third goal is to find the average rate of domination – how many games is needed for one team to start to dominate the other in every game (team members have almost maximum accuracy of 100).

- Each team can have 1 – 10 players

- Each team begins opposite of each other

- Each player moves randomly and have random accuracy (1-20)

- One player from each team can have an advantage (accuracy of 80)

- When two players from opposite teams meet, they shoot at each other with random accuracy

- If one player shoots the other one, he has its shooting accuracy increased

- When all players from one team die, game resets but players keep their accuracy (except for the first goal)

First goal is obligatory and in this research players will not keep their accuracy. If the simulation will work as planned and it will be possible for players to keep their accuracy, other goals are viable as well.

--Xestj00 (talk) 18:42, 9 December 2016 (CET)

--- I am not generally very happy about simulations regarding video games and other entirely artificial problems, because a real benefit of such a simulation is more than questionable. But, ok... Moreover, in this case, could we be even sure that the results of the simulation really fit the game? Or in other words, how could we be sure that the parameters mentioned above and the way how you will simulate it matches how Counter Strike works? Tomáš (talk) 01:11, 15 December 2016 (CET)

Software Developers (xvatj00)

Description

There is a small company for software development. The company takes small orders (around 3 months long) for software. The software development process consists of 3 parts - analysis, coding and testing. For each project, there is a set number of analysts, programmers and testers, who work on the given project (and no other) until it’s finished. There are 2 main types of orders - well defined and very generally defined. For well defined orders (30% of all orders), the average time of the process of analysis is shorter than in case of the generally defined order, and requires less analysts. The company knows the average times of all parts of the development as well as the average salaries of the three positions. Each part of the development also has its probability of delay and average delay (in case delay occurs). There are different scenarios in cases of delays. Alongside specific positions, there are also “ultimate” workers, who work on the project from its beginning until the end - meaning they do all 3 parts of the development themselves. These workers have higher salaries (all are seniors), but take less time to finish the work. Method: Simprocess

Goal of the Simulation

The goal is to see, if it’s more convenient to have specialized workers, or to hire “ultimate” workers instead, and to have an overview of the projects’ employee expenses. To reach the goal, the plan is to create 1 simulation which takes into consideration only the process with the positions divided, and a second simulation which shows the process of “ultimate” workers. In both cases, the process will be taking all the incoming orders - there will be only this one type of process.

Jana Vataščinová, Xvatj00 (talk) 20:29, 10 December 2016 (CET)

- Hi, I am missing the tool you want to use. Moreover, I hesitate a bit, whether such a "soft" process like software development should be analyzed this way. Tomáš (talk) 01:15, 15 December 2016 (CET)

- Good evening, I would like to use Simprocess. I was thinking that the information to the process was quite stable, so I chose the topic, because it sounds interesting to me. Xvatj00 (talk) 01:49, 15 December 2016 (CET)

Police System (Kateryna Ushanova, xushk00)

This simulation will show police system and how this system will impact the crime rate of the city. Criminals will try to destroy the city's infrostructre and to make crime against civilians. In this simulation I will use three strategies that maybe used to fight crime:

1) applying medium-sized police force

2) a strategy in which a small police force attempt to recruit civilians into the police force

3) the police react on the crime in a brief period of time

The most important factor that influence skill of the police to fight the crime is work experience. The amount of experience is propotional to the cost of fighting crime.

The criminals will be walking randomly around the visual area. During their walking there is a random chance that they will commit a crime. When they do the crime, the civilians around them become victims, and the area they occupy becomes a bad zone. Bad zone make people more likely to turn to crime. Two main factors influence whether or not civilians will turn to crime:

1)the level of the city (user controls)

2)the simulated factors (the result of the police work; the state of the zone; the effects of random events that the user controls)

The goal of this simulation is:

- to see how changing the work experience level effects each strategy.

- to test out different strategies and factors to see how this effects the crime rate.

- to observe possible outcomes by changing techniques and factors in a different ways.

Method - NetLogo

Kateryna Ushanova, Xushk00 (talk) 13:35, 11 December 2016 (CET)

- The idea is not bad, but where are your key parameters for the simulation? How you get them (I mean the exact figures). We always prefer obtaining and working with real numbers. Sometimes, it is not possible, so it is acceptable to use secondary resources, etc. but it should be always clear, why did you use the parameters you used and why, on the other hand Tomáš (talk) 01:23, 15 December 2016 (CET)

(Poison and Insect Population, Kellianne Stefl)

NetLogo simulation of the steady decline in insect population in Germany from 1989 to now, also future predictions. Many other factors contribute but I will use pesticides in my visual representation.

Over the last 25 years, etymologists have set up tents all over German woodlands and meadows to observe natures insects. The average biomass of insects sampled in a 6-month period (May to October) has steadily decreased from 1.6 kilograms (3.5 pounds) (56 ounces) per trap in 1989 to just 300 grams (10.6 ounces) in 2014. 18.9% of the average biomass 25 years ago. This simulation will illuminate the devastating effects of damage to the bottom of the food chain.

-adjustable poison release

Goal: Predict hypothetical decline of insect population: how many years until there are none left.

Kellistefl (talk) 12:47, 12 December 2016 (CET)

- Ok, we talk about entomologysts, not etymologysts, don't we? The topic is generally good, I am just not sure how exactly it will look like. Particularly, I am a bit afraid that the simulation would be pretty simple (e.g. I can see just one parameter now). Please, could you elaborate a bit? Tomáš (talk) 01:43, 15 December 2016 (CET)

Phyllotaxis (Nada Bednarova, bedn00)

Phyllotaxis is the process of arrangement of leaves on a plant stem. While growing, leaves on a plant/flower/cone usually follow Fibonacci sequences or use golden ratio to form the most convenient angles. There are several theories on where the arrangement comes from.

Simulation in NetLogo would simulate the arrangement of leaves based on different parameters configuration (number and size of the leaves, starting angle etc.). Furthermore chemical or physiological theories about morphogenesis / meristem growth can be simulated (for example Turing's diffusion equations).

--Bedn00 (talk) 00:07, 15 December 2016 (CET)

This isn't an agent-based model, however the idea looks interesting, so accepted Tomáš (talk) 01:45, 15 December 2016 (CET)

The influence of exchange rates and interest rates on importers/exporter (Jakub Vitvar, xvitj27)

My goal is to create multi agent simulation in Netlogo. The simulation will contain sets of producers(agents) domestic and foreign. These producers will focus on importing or exporting based on current economical state and their choice will have impact on others. The goal of the simulation is to find out whether the market is able to balance itself. Other goal could be to find out how will the market react if we set some variables manualy.

Xvitj27 (talk) 16:02, 15 December 2016 (CET)