Simulations

Monte Carlo, agent-based models, stochastic simulations, RL agents, tournament replications.
TUTORIALS

Simulations

Monte Carlo, agent-based models, stochastic simulations, RL agents, tournament replications.

Agent-based simulation of market dynamics — price discovery in a continuous double auction

simulations
agent-based-model
market-microstructure
price-discovery

Build an agent-based model of a continuous double auction with zero-intelligence, trend-following, and fundamentalist traders, simulate price discovery and convergence to competitive equilibrium, and visualize how agent composition affects market efficiency and volatility.

May 8, 2026

Cellular automata and spatial game theory

simulations
spatial-games
cellular-automata
cooperation

Implement spatial games on lattice grids where agents play the Prisoner’s Dilemma with neighbors, exploring strategy invasion dynamics, cluster formation, and the Nowak-May spatial chaos phenomenon.

May 8, 2026

Monte Carlo methods for equilibrium computation

simulations
monte-carlo
equilibrium-computation
numerical-methods

Use Monte Carlo simulation in R to approximate Nash equilibria, estimate equilibrium payoffs under uncertainty, and validate analytical solutions through large-sample simulation experiments.

May 8, 2026

Replicator Dynamics Simulation for Three-Strategy Games

simulations
evolutionary-game-theory
replicator-dynamics
population-dynamics

Large-scale replicator dynamics simulation for Rock-Paper-Scissors and other three-strategy games, comparing deterministic and stochastic dynamics across population sizes.

May 8, 2026

Spatial Prisoner’s Dilemma on a lattice — Nowak & May 1992

simulations
prisoners-dilemma
spatial-games
agent-based

Replicate the seminal Nowak & May (1992) spatial Prisoner’s Dilemma on a 2D lattice in R, showing how spatial structure sustains cooperation through cluster formation.

May 8, 2026
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