European projects:
Internal projects:
Complex systems
Our group studies the behavior of complex systems as emerging from the interactions of their simple composing agents. Examples include financial markets, social dynamics and the world wide web.
Microscopic models of complex systems typically cross the boundaries between different scientific disciplines. Modelling techniques include numerical experiments and analytical methods from statistical mechanics and other fields that might not be available in the original discipline to which the system belongs. Our research group is highly interdisciplinary and brings together about 20 young and senior researchers from physics, computer science, biology, social sciences and even humanities.
At the European research level the group is actively involved in the coordination of a few large interdisciplinary projects. In particular, we coordinate the Coordination Action GIACS which brings together a dozen complexity projects mobilizing among them the complexity research from about 100 European Universities.
European projects
Sorin Solomon is directly involved into the following European projects.
GIACS
General Integration of the Applications of Complexity in Science
A coordination action of about 14 large research projects that mobilize groups from a total of about 100 European universities.
CO3
Common Complex Collective Phenomena in Statistical Mechanics, Society, Economics, and Biology"
A large research project aimed at finding the fundamental laws governing the emergence and survival of adaptive collective entities ("life") out of inanimate random noise.
DAPHNet
Dynamic Analysis of Physiological Networks
A project aimed at understanding normal and pathological conditions by integrating in a coherent conceptual (space-time) structure the various medical measurements that until now were considered separately.
Internal projects
Our research group is also involved in the following projects:
Natlab 
Natlab
Natural Asynchronous-Time Event-Lead Agent-Based Platform
A simulation platform for asynchronous timing models of financial markets. This project, initiated by Sorin Solomon and Lev Muchnik, and maintained by Gilles Daniel, is currently internal to the division, but every collaboration is welcome.
natlab
MAD
Market Microstructures and Architectures Database
Stock markets are complex systems. Many autonomous agents interact through a mechanism know as "continuous double auction". They are sensitive to exogenous as well as endogenous influences, that can cause domino effects or avalanches, known as bubbles and crashes. Not only two-agent interactions are relevant, but also many-agent interactions cannot be neglected. Agents playing in these markets are intelligent and try to manipulate the outcome. Recent results on asymmetric information, behavioral and experimental economics clearly show that the neoclassical paradigm of Walrasian markets is not sufficient to describe every feature of real-world stock exchanges. With this Database, our aim is to provide scholars an updated set of information on market architectures and rules. This should be helpful both for further studies on agent-based computer simulations and on analytical models.
mad
FiStyL
FInancial STYlised facts Library
A Matlab open library to post-process simulated or empirical financial time series.
fistyl
Links
History
The Multi-Agent Systems Division grew out of a series of seminars organized by Prof. Sorin Solomon and others in the late 1990's at the Hebrew University of Jerusalem.
In 2004 Sorin was invited by the Institute for Scientific Interchange Foundation in Torino to continue this work and to set up a Multi-Agent Systems Division.
