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An agent-based computational economical toy model for the emergence of money from the initial barter trading, inspired by Menger's postulate that money can spontaneously emerge in a commodity exchange economy, is extensively studied. The…

Statistical Finance · Quantitative Finance 2015-12-09 Paweł Oświęcimka , Stanisław Drożdż , Robert Gębarowski , Andrzej Z. Górski , Jarosław Kwapień

A simple computer simulation model of a closed market on a fixed network with free flow of goods and money is introduced. The model contains only two variables : the amount of goods and money beside the size of the system. An initially flat…

Adaptation and Self-Organizing Systems · Physics 2012-09-25 Marcel Ausloos , Andrzej Pekalski

This methods article concerns analysing data generated from running experiments on agent based models to study industries and organisations. It demonstrates that when researchers study virtual ecologies they can and should discard…

Applications · Statistics 2024-09-27 Thomas Chesney , Tim Gruchman , Robert Pasley , Altricia Dawson , Stefan Gold

Agent Based Modeling (ABM) has become a widespread approach to model complex interactions. In this chapter after briefly summarizing some features of ABM the different approaches in modeling spatial interactions are discussed. It is…

Physics and Society · Physics 2014-05-06 Marcel Ausloos , Herbert Dawid , Ugo Merlone

Running agent-based models (ABMs) is a burdensome computational task, specially so when considering the flexibility ABMs intrinsically provide. This paper uses a bundle of model configuration parameters along with obtained results from a…

Multiagent Systems · Computer Science 2020-01-14 Bernardo Alves Furtado

Generative and agentic artificial intelligence is entering financial markets faster than existing governance can adapt. Current model-risk frameworks assume static, well-specified algorithms and one-time validations; large language models…

Computers and Society · Computer Science 2025-12-16 Eren Kurshan , Tucker Balch , David Byrd

This chapter presents the main lines of agent based modeling in the field of medical research. The general diagram consists of a cohort of patients (virtual or real) whose evolution is observed by means of so-called evolution models.…

Artificial Intelligence · Computer Science 2022-05-23 Philippe Saint-Pierre , Romain Demeulemeester , Nadège Costa , Nicolas Savy

Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's…

General Finance · Quantitative Finance 2019-04-23 O. A. Malafeyev , I. I. Pavlov

We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model…

Statistical Finance · Quantitative Finance 2011-12-23 Aleksejus Kononovicius , Vygintas Gontis

The rapidly growing field of network analytics requires data sets for use in evaluation. Real world data often lack truth and simulated data lack narrative fidelity or statistical generality. This paper presents a novel, mixed-membership,…

Social and Information Networks · Computer Science 2013-09-09 Garrett Bernstein , Kyle O'Brien

Often models for understanding the impact of management practices on retail performance are developed under the assumption of stability, equilibrium and linearity, whereas retail operations are considered in reality to be dynamic,…

Artificial Intelligence · Computer Science 2010-07-05 Peer-Olaf Siebers , Uwe Aickelin , Helen Celia , Chris Clegg

The study of system complexity primarily has two objectives: to explore underlying patterns and to develop theoretical explanations. Pattern exploration seeks to clarify the mechanisms behind the emergence of system complexity, while…

Multiagent Systems · Computer Science 2026-02-18 Xiao Xue , Deyu Zhou , Ming Zhang , Xiangning Yu , Fei-Yue Wang

The article is devoted to the issues of using discrete simulation models for modeling some basic technological processes. In the scientific work, models in the form of multi-agent systems have been investigated, which allow us to consider a…

Multiagent Systems · Computer Science 2021-09-28 Sergey Petrovich Bobkov , Irina Aleksandrovna Astrakhantseva

Agent-Based Models (ABMs) are powerful tools for studying emergent properties in complex systems. In ABMs, agent behaviors are governed by local interactions and stochastic rules. However, these rules are, in general, non-differentiable,…

Artificial Intelligence · Computer Science 2025-11-27 Francesco Cozzi , Marco Pangallo , Alan Perotti , André Panisson , Corrado Monti

On a capital market the social group is formed from traders. Individual behaviour of agents is influenced by the need to associate with other agents and to obtain the approval of other agents in the group. Making decisions an individual…

Other Condensed Matter · Physics 2021-08-19 Ondrej Hudak , Jana Tothova

We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

Probability · Mathematics 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli

An agent-based model for financial markets has to incorporate two aspects: decision making and price formation. We introduce a simple decision model and consider its implications in two different pricing schemes. First, we study its…

Trading and Market Microstructure · Quantitative Finance 2015-06-19 Daniel C. Wagner , Thilo A. Schmitt , Rudi Schäfer , Thomas Guhr , Dietrich E. Wolf

We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered and disappear in the limit of an infinite population. By…

Physics and Society · Physics 2009-11-13 V. Alfi , M. Cristelli , L. Pietronero , A. Zaccaria

In this article, an agent-based negotiation model for negotiation teams that negotiate a deal with an opponent is presented. Agent-based negotiation teams are groups of agents that join together as a single negotiation party because they…

Multiagent Systems · Computer Science 2016-04-19 Victor Sanchez-Anguix , Vicente Julian , Vicente Botti , Ana Garcia-Fornes

Time-inconsistency is a characteristic of human behavior in which people plan for long-term benefits but take actions that differ from the plan due to conflicts with short-term benefits. Such time-inconsistent behavior is believed to be…

Computer Science and Game Theory · Computer Science 2025-01-15 Yasunori Akagi , Naoki Marumo , Takeshi Kurashima