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The abundance of data affords researchers to pursue more powerful computational tools to learn the dynamics of complex system, such as neural networks, engineered systems and social networks. Traditional machine learning approaches capture…
We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…
We analyse a model consisting of a population of individuals which is subdivided into a finite set of demes, each of which has a fixed but differing number of individuals. The individuals can reproduce, die and migrate between the demes…
Here, I study how to obtain an opinion dynamics model for the case where there are $M$ possible discrete choices and there is need to model how strong each agent choice is. The new model is obtained as an extension of the Continuous…
We present POPACheck, the first model checking tool for probabilistic Pushdown Automata (pPDA) supporting temporal logic specifications. POPACheck provides a user-friendly probabilistic modeling language with recursion that automatically…
In this paper we present a method to generate independent samples for a general random variable, either continuous or discrete. The algorithm is an extension of the acceptance-rejection method, and it is particularly useful for kinetic…
We analyse derivative securities whose value is NOT a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is conditional probability distribution at a given underlying…
An agent-based modelling methodology for the joint price evolution of two stocks is put forward. The method models future multidimensional price trajectories reflecting how a class of agents rebalance their portfolios in an operational way…
The high-order complexity of human behaviour is likely the root cause of extreme difficulty in financial market projections. We consider that behavioural simulation can unveil systemic dynamics to support analysis. Simulating diverse human…
We propose a model for equity trading in a population of agents where each agent acts to achieve his or her target stock-to-bond ratio, and, as a feedback mechanism, follows a market adaptive strategy. In this model only a fraction of…
There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…
In this work, we proposed a new dynamic distributed planning approach that is able to take into account the changes that the agent introduces on his set of actions to be planned in order to take into account the changes that occur in his…
We propose a novel federated learning paradigm to model data variability among heterogeneous clients in multi-centric studies. Our method is expressed through a hierarchical Bayesian latent variable model, where client-specific parameters…
We consider a multiagent system consisting of selfish and heterogeneous agents. Its behavior is modeled by multipopulation replicator dynamics, where payoff functions of populations are different from each other. In general, there exist…
This paper shows how the Bayesian network paradigm can be used in order to solve combinatorial optimization problems. To do it some methods of structure learning from data and simulation of Bayesian networks are inserted inside Estimation…
We consider the setting of stochastic multiagent systems modelled as stochastic multiplayer games and formulate an automated verification framework for quantifying and reasoning about agents' trust. To capture human trust, we work with a…
We present a model of single species fishery which alternates closed seasons with pulse captures. The novelty is that the length of a closed season is determined by the stock size of the last capture. The process is described by a new type…
Collective motion provides a spectacular example of self-organization in Nature. Visual information plays a crucial role among various types of information in determining interactions. Recently, experiments have revealed that organisms such…
Evolutionary techniques driven by behavioural diversity, such as novelty search, have shown significant potential in evolutionary robotics. These techniques rely on priorly specified behaviour characterisations to estimate the similarity…
Many automated system analysis techniques (e.g., model checking, model-based testing) rely on first obtaining a model of the system under analysis. System modeling is often done manually, which is often considered as a hindrance to adopt…