上海金融智能工程技术研究中心韩景倜教授团队新发表一篇SCI一区论文，该论文作者为肖宇副教授、韩景倜教授，发表期刊为： IEEE Transactions on Engineering Management（SCI一区）。论文针对基于微分方程模型的多智能体扩散模型校准问题展开研究。

论文信息：

Using Differential Equation-Based Models to Calibrate Agent-Based Diffusion Models（基于微分方程模型的多智能体扩散模型校准研究）

Published in: IEEE Transactions on Engineering Management ( Early Access )

Agent-based diffusion models (ABMs) have been increasingly used for making decisions in today's complex and dynamic managerial environment. To be a reliable managerial decision tool, they should be rigorously calibrated against empirical data sets to capture key features of real-world scenarios. However, since that the implementation of ABMs is time-consuming, their efficient calibration is still an open challenge. In this article, we present a calibration framework for a parsimonious ABM by using a simple assistant model (AM) to provide an initial searching point. With a differential equation-based diffusion model (DEM) as the AM, we construct a two-stage calibration procedure for the ABM, in which the first stage is to build an explicit connection between parameter spaces of the ABM and the DEM and obtain an initial searching point, and the second stage is to search for the optimal estimates via an iterative local search method. The case study demonstrates that the proposed framework can identify an optimal solution by evaluating only a few points. It also reveals that some of the ABMs have better explanatory and forecasting performance than the DEM.

作者信息：

韩景倜，教授、博士生导师，上海金融智能工程技术研究中心主任，上海财经大学金融科技研究院院长，英国雷丁大学亨利商学院特聘教授、中英金融信息联合研究中心中方主任、国家自然科学基金评审专家。上海市信息协会会员单位专家，上海市政府采购评审专家，在金融科技、区块链、金融大数据、复杂网络等方面具有研究专长，主持完成国家、军队和地方基金、社会服务类项目20多项，17项获得省部级以上科学技术进步奖励。在核心以上期刊发表论文80余篇，专著2部，教材4种；培养硕、博士研究生50多名，形成了结构合理、颇具创新精神的研究团队。

肖宇，副教授，上海对外经贸大学统计与信息学院，主要研究方向创新扩散、信息系统采纳、多智能体建模等。