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Agent-based models
Heterogeneous agents with behavioural rules, interacting on a grid, a network or a market. Emergent outcomes rather than assumed ones.
Traders, households, drivers, patients, firms
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Compartmental & system dynamics
Stocks, flows and feedback loops. Continuous or discrete time, fitted to observed trajectories rather than hand-tuned.
SIR epidemics, adoption curves, inventory loops
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Discrete-event & queueing
Arrivals, servers, capacity and waiting. Utilisation and tail latency come out of the run, not out of an average.
Triage, warehouse picking, call centres, ports
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Network diffusion & contagion
Spread over an explicit graph, with topology treated as a parameter you can stress rather than a fixed assumption.
Information cascades, default contagion, outages
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Monte-Carlo risk ensembles
Thousands of stochastic paths from the calibrated model, returning full distributions, probability cones and tail measures.
VaR and ES, ruin probability, delay distributions
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Policy & intervention search
Sweeps and optimisation on top of the simulator, so you compare interventions under the same uncertainty instead of one point forecast.
Pricing, staffing, lockdowns, rebalancing rules
Every family ships as readable Python, calibrated with ABC-SMC and scored out-of-sample — the paradigm changes, the evidence standard does not.