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Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…

Trading and Market Microstructure · Quantitative Finance 2020-09-15 Michaël Karpe , Jin Fang , Zhongyao Ma , Chen Wang

A discrete-event simulation (DES) involves the execution of a sequence of event handlers dynamically scheduled at runtime. As a consequence, a priori knowledge of the control flow of the overall simulation program is limited. In particular,…

Performance · Computer Science 2018-05-14 Marc Leinweber , Hannes Hartenstein , Philipp Andelfinger

In this paper, we propose a novel framework for modeling and analysis of networked discrete-event systems (DES). We assume that the plant is controlled by a feedback supervisor whose control decisions are subject to communication delays and…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Zhaocong Liu , Xiang Yin , Shaoyuan Li

Several approaches are proposed to deal with the problem of the Automatic Schema Matching (ASM). The challenges and difficulties caused by the complexity and uncertainty characterizing both the process and the outcome of Schema Matching…

Artificial Intelligence · Computer Science 2025-01-09 Hicham Assoudi , Hakim Lounis

Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents. Their high-fidelity nature enables hyper-local policy evaluation and testing…

Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply…

Machine Learning · Computer Science 2021-03-24 Philipp Andelfinger

An agent-based model (ABM) is a computational model in which the local interactions of autonomous agents with each other and with their environment give rise to global properties within a given domain. As the detail and complexity of these…

Dynamical Systems · Mathematics 2022-12-01 Daniel A. Cruz , Jack Toppen , Eunbi Park , Melissa L. Kemp , Elena S. Dimitrova

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

Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…

Trading and Market Microstructure · Quantitative Finance 2024-04-01 Zhiyuan Yao , Zheng Li , Matthew Thomas , Ionut Florescu

Business process simulation (BPS) is a versatile technique for estimating process performance across various scenarios. Traditionally, BPS approaches employ a control-flow-first perspective by enriching a process model with simulation…

Multiagent Systems · Computer Science 2024-08-19 Lukas Kirchdorfer , Robert Blümel , Timotheus Kampik , Han van der Aa , Heiner Stuckenschmidt

Large language models (LLMs) based Agents are increasingly pivotal in simulating and understanding complex human systems and interactions. We propose the AI-Agent School (AAS) system, built around a self-evolving mechanism that leverages…

Artificial Intelligence · Computer Science 2025-10-14 Sheng Jin , Haoming Wang , Zhiqi Gao , Yongbo Yang , Bao Chunjia , Chengliang Wang

In this paper, the early design of our self-organized agent-based simulation model for exploration of synaptic connections that faithfully generates what is observed in natural situation is given. While we take inspiration from…

Neural and Evolutionary Computing · Computer Science 2012-07-17 Önder Gürcan , Carole Bernon , Kemal S. Türker

Despite the extensive use of the agent technology in the Supply Chain Management field, its integration with Advanced Planning and Scheduling (APS) tools still represents a promising field with several open research questions. Specifically,…

Multiagent Systems · Computer Science 2011-07-19 Luis Antonio de Santa-Eulalia , Sophie D'Amours , Jean-Marc Frayret

Coupled human-environment systems are increasingly being understood as complex adaptive systems (CAS), in which micro-level interactions between components lead to emergent behavior. Agent-based models (ABMs) hold great promise for…

Applications · Statistics 2026-02-20 Dylan Munson , Arijit Dey , Simon Mak

Given a connected region in two-dimensional space where events of a certain kind occur according to a certain time-varying density, we consider the problem of setting up a network of autonomous mobile agents to detect the occurrence of…

Multiagent Systems · Computer Science 2016-07-05 Rodrigo R. Esch , Fábio Protti , Valmir C. Barbosa

We show how a multi-agent simulator can support two important but distinct methods for assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Our solution is important because each method offers strengths…

Trading and Market Microstructure · Quantitative Finance 2019-07-01 Tucker Hybinette Balch , Mahmoud Mahfouz , Joshua Lockhart , Maria Hybinette , David Byrd

Agent-based models (ABMs) are proliferating as decision-making tools across policy areas in transportation, economics, and epidemiology. In these models, a central object of interest is the discrete origin-destination matrix which captures…

Machine Learning · Computer Science 2025-05-12 Ioannis Zachos , Mark Girolami , Theodoros Damoulas

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

Agent-based modeling (ABM) has emerged as a powerful tool in social policy-making and socio-economics, offering a flexible and dynamic approach to understanding and simulating complex systems. While traditional analytic methods may be less…

Multiagent Systems · Computer Science 2025-04-03 Shayan Firouzian Haji

The fundamental understanding of how cells physically interact with each other and their environment is key to understanding their organisation in living tissues. Over the past decades several computational methods have been developed to…

Quantitative Methods · Quantitative Biology 2026-01-22 Paul Van Liedekerke , Jiří Pešek , Kevin Alessandri , Dirk Drasdo