Segismundo Samuel Izquierdo Millán

Office Address:

Department of Industrial Organization
Escuela de Ingenierías Industriales
Pº del cauce 59
47011 Valladolid
Phone: +34 983 18 38 73
E-mail: segis@eis.uva.es

POSITION

Lecturer in Economics. Associate Professor. University of Valladolid.

FIELDS OF SPECIALIZATION AND INTEREST

Learning in games, Game theory, Agent-based modelling, Artificial intelligence.
Microeconomics, Econometrics, Markov chains, Stochastic processes.

SELECTED PAPERS

Stochastic Approximation to Understand Simple Simulation Models. [Download] | [Download at publisher]
Izquierdo, S.S. & Izquierdo, L.R.
Journal of Statistical Physics , in Print.
[See model]
7-page introduction to classical, learning, and evolutionary game theory. [Download] | [Download at publisher]
Izquierdo, L.R. , Izquierdo, S.S. & Vega-Redondo, F. (2012).
In N. M. Seel (Ed.) Encyclopedia of the Sciences of Learning, Part 12, pp. 1782-1788. ISBN: 978-1-4419-1427-9. New York: Springer.
4-page introduction to reinforcement learning. [Download] | [Download at publisher]
Izquierdo, L.R. & Izquierdo, S.S. (2012).
In N. M. Seel (Ed.) Encyclopedia of the Sciences of Learning, Part 18, pp. 2796-2799. ISBN: 978-1-4419-1427-9. New York: Springer.
Strictly Dominated Strategies in the Replicator-Mutator Dynamics.
Izquierdo, S.S., Izquierdo, L.R. (2011).
Games 2011, 2(3), 355-364; doi:10.3390/g2030355
[Model (The replicator-mutator dynamics with 3 strategies)]
[ http://demonstrations.wolfram.com/ReplicatorMutatorDynamicsWithThreeStrategies/
]

The Option to Leave: Conditional Dissociation in the Evolution of Cooperation [Download]
Izquierdo, S.S., Izquierdo, L.R. & Vega-Redondo, F. (2010).
Journal of Theoretical Biology 267: 76-84. doi:10.1016/j.jtbi.2010.07.039
[Unformatted version] | [Supplementary material] | [Model (with constant population)
]
| [Model (with fluctuating population)]

Techniques to understand computer simulations.
Izquierdo, L.R., Izquierdo, S.S., Galán J.M. & Santos, J.I. (2009).
Journal of Artificial Societies and Social Simulation 12(1)6
[Document + models (.zip)]

Errors and artefacts in agent-based modelling.
Galán J.M., Izquierdo, L.R., Izquierdo, S.S., Santos, J.I., Olmo, R., López-Paredes, A. & Edmonds, B. (2009).
Journal of Artificial Societies and Social Simulation 12(1)1

Reinforcement Learning Dynamics in Social Dilemmas.
Izquierdo, S.S., Izquierdo, L.R. and Gotts, N.M. (2008)
Journal of Artificial Societies and Social Simulation , 11(2)1

Dynamics of the Bush-Mosteller Learning Algorithm in 2x2 Games.
Izquierdo, L.R., Izquierdo, S.S.(2008)
Chapter 11 in Reinforcement Learning. Theory and Applications, edited by Cornelius Weber, Mark Elshaw and Norbert Michael Mayer.
I-Tech Education and Publishing, Vienna, Austria. ISBN 978-3-902613-14-1.

Transient and asymptotic dynamics of reinforcement learning in games
Games and Economic Behavior, Volume 61, Issue 2, pp. 259–276.
Izquierdo, L.R., Izquierdo, S.S., Gotts, N.M. and Polhill, J.G. (2007)
http://dx.doi.org/10.1016/j.geb.2007.01.005

The impact of quality uncertainty without asymmetric information on market efficiency.
Izquierdo, S.S. and Izquierdo, L.R. (2007)
Journal of Business Research, Volume 60, Issue 8, pp. 858-867.
http://dx.doi.org/10.1016/j.jbusres.2007.02.010 . See Netlogo model.

Publishing science in the digital age. The case of Neurocirugía
Izquierdo, S.S., Izquierdo, L.R. and Izquierdo, J.M. (2007)
Neurocirugia, Volume 18, Issue 3, pp. 193-200.
http://revistaneurocirugia.com/web/artics/v18n3/1.pdf

On the Structural Robustness of Evolutionary Models of Cooperation.
Izquierdo, S.S. and Izquierdo, L.R. (2006)
Lecture Notes in Computer Science 4224, 172-182.
http://dx.doi.org/10.1007/11875581_21

Market Failure Caused by Quality Uncertainty.
Izquierdo, S.S., Izquierdo, L.R., Galán J.M. and Hernández, C. (2005)
- In Mathieu P., Beaufils, B., and Brandouy, O. (Eds), Artificial Economics -
Lecture Notes in Economics and Mathematical Systems, 564, 203-213.
http://dx.doi.org/10.1007/3-540-28547-4_17

Working papers

Combining Mathematical and Simulation Approaches to Understand the Dynamics of Computer Models. [Download]
Izquierdo, L.R., Izquierdo, S.S., Galán J.M. & Santos, J.I. (2009).

Other papers

Izquierdo, S.S. (2011). Breve introducción a HubNet.

Izquierdo, S.S. (2010). Book review: "Nonlinear Dynamics in Economics, Finance and the Social Sciences. Essays in Honour of John Barkley Rosser Jr" by Bischi, Gian Italo, Chiarella, Carl and Gardini, Laura (eds.) Journal of Artificial Societies and Social Simulation 13(3)

Pascual, J.A., Galán, J.M., Izquierdo, L.R., Santos, J.I., Izquierdo, S.S., González, J. (2009).
Una herramienta didáctica para la enseñanza de la teoría de juegos mediante internet.
EDUTEC, Revista Electrónica de Tecnología Educativa, 29.

Galán Ordax, J.M., Izquierdo Millán, L.R., Izquierdo Millán, S.S., López Paredes, A., Pascual Ruano, J.A., Posada Calvo, M., Santos Martín, J.I. & Villafáñez Cardeñoso, F.A. (2007).
LABEXNET: un Laboratorio de Economía Experimental en Internet.
RELIEVE Revista ELectrónica de Investigación y EValuación Educativa, 13(1), 105-125.

Izquierdo, S.S, Hernández, C. and Pajares, J. (2005).
State Space Modelling of Cointegrated Systems using Subspace Algorithms.
In Best-of-Book AMSE 2004, MS’2004 Spain, 35-46.

CONFERENCES AND PRESENTATIONS

“Teoría de Juegos y Estrategia Competitiva”. Academia de Caballería, Valladolid. 9 de septiembre 2008.

“Transient and Long-Run Dynamics of Reinforcement Learning in Games”. Economics Department of the Stockholm School of Economics, Sweden. October 2006.

“On the Structural Robustness of Evolutionary Models of Cooperation”. 7th International Conference of Intelligent Data Engineering and Automated Learning IDEAL 2006.

“Forecasting VARMA processes: VAR models vs. subspace-based state space models”. Society for Computational Economics, 12th International Conference on Computing in Economics and Finance, Limassol, Cyprus. June 2006.

“Some comparisons on the predictive power of subspace-based State-Space models versus VAR models for VARMA processes”. 26th International Symposium on Forecasting, Palacio de la Magdalena, Santander. June 2006.

“The Impact of Quality Uncertainty without Asymmetric Information”. Agent Based Models of Market Dynamics and Consumer Behavior, University of Surrey, January 2006. See Netlogo model.

“Identificación de Sistemas”. Facultad de Ciencias Económicas y Empresariales. Universidad Autónoma de Madrid, 2005.

“Market Failure Caused by Quality Uncertainty”. Artificial Economics, Lille, 2005.

“Simulating Complex Adaptive Systems with Agents: Domestic Water Management”. Galán J.M., Santos, J.I., Izquierdo, S.S., del Olmo R., López-Paredes, A. (2005). Proceedings IWPAAMS 2005, pp. 79-86. Universidad de León.

“Métodos de subespacios. Una aproximación intuitiva”. Congreso de Ingeniería de Organización, 2005.

“State Space Modelling of Cointegrated Systems using Subspace Algorithms”. International Conference on Modelling and Simulation, 2004.

“El Espacio de Estados en Econometría”, Congreso de Ingeniería de Organización, 2004.

“Aplicaciones del Filtro de Kalman en Economía”, Congreso de Ingeniería de Organización, 2003.

WORKING EXPERIENCE

Lecturer in Economics, University of Valladolid (since 2001)
Visiting Researcher, the European University Institute, Italy (2009-2010)
Visiting Researcher, the Stockholm School of Economics, Sweden (2006)
Visiting Researcher, the Macaulay Institute, Scotland (2005)
Visiting Researcher, the Macaulay Institute, Scotland (2004)
Business Consultant, PricewaterhouseCoopers Consulting, London, Prague, Madrid (1998-2002)

DOCTORAL STUDIES

Ph.D., Industrial Engineering, University of Valladolid, Spain. Special Award 2004-5.
Dissertation: Análisis de Sistemas Cointegrados mediante Métodos de subespacios (Analysis of Cointegrated Systems using Subspace Algorithms).

PREDOCTORAL STUDIES

MSc Industrial Engineering. 1998. Thesis: “A Comparison of Genetic Algorithms and Backpropagation for the Training of Neural Networks”.