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How does one go about doing that? I know how to program, but I have written anything which do 'intelligent' stuff.

"The Analytics Edge" from edx [1], which is running now, could interest you. Great MOOC by the way. There is even a lecture around this idea [2].

I have no idea either, I would also love for someone to chime in with some first steps.

Markov chains would probably be a good start.

See reddit.com/r/subredditsimulator (not always safe for work)