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Related papers: Tipping points in macroeconomic Agent-Based models

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Housing markets are inherently spatial, yet many existing models fail to capture this spatial dimension. Here we introduce a new graph-based approach for incorporating a spatial component in a large-scale urban housing agent-based model…

Computational Finance · Quantitative Finance 2021-03-25 Benjamin Patrick Evans , Kirill Glavatskiy , Michael S. Harré , Mikhail Prokopenko

Despite the fact that a complete theoretical description of critical phenomena in connection with phase transitions has been well-established through the renormalization group theory, the microscopic nature of the phase transitions remains…

Statistical Mechanics · Physics 2025-11-07 Yun-Tong Yang , Fu-Zhou Chen , Hong-Gang Luo

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

This work outlines the modeling steps for developing a tool aimed at supporting policymakers in guiding policies toward more sustainable wheat production. In the agricultural sector,policies affect a highly diverse set of farms, which…

General Economics · Economics 2025-10-03 Gianfranco Giuloni , Edmondo Di Giuseppe , Arianna Di Paola

Agent-based modeling (ABM) offers powerful insights into complex systems, but its practical utility has been limited by computational constraints and simplistic agent behaviors, especially when simulating large populations. Recent…

Multiagent Systems · Computer Science 2024-11-12 Ayush Chopra , Shashank Kumar , Nurullah Giray-Kuru , Ramesh Raskar , Arnau Quera-Bofarull

Modern AI systems increasingly operate inside markets and institutions where data, behavior, and incentives are endogenous. This paper develops an economic foundation for multi-agent learning by studying a principal-agent interaction in a…

Machine Learning · Statistics 2026-01-08 Nassim Helou

We give a new predictive mathematical model for macroeconomics, which deals specifically with asset prices and earnings fluctuations, in the presence of a dynamic economy involving mergers, acquisitions, and hostile takeovers. Consider a…

Other Condensed Matter · Physics 2007-05-23 William Gordon Ritter

Today's research in recommender systems is largely based on experimental designs that are static in a sense that they do not consider potential longitudinal effects of providing recommendations to users. In reality, however, various…

Information Retrieval · Computer Science 2021-08-26 Gediminas Adomavicius , Dietmar Jannach , Stephan Leitner , Jingjing Zhang

This paper presents a model of capital accumulation for a large number of heterogenous producer-consumers in an exchange space in which interactions depend on agents' positions. Each agent is described by his production, consumption, stock…

General Finance · Quantitative Finance 2019-09-26 Pierre Gosselin , Aïleen Lotz , Marc Wambst

One of the earliest agent-based economical models, Schelling's spacial proximity model illustrated how global segregation can emerge, often unwanted, from the actions of agents of two races acting in accordance with their individual local…

Computer Science and Game Theory · Computer Science 2014-06-13 George Barmpalias , Richard Elwes , Andy Lewis-Pye

This paper presents a semi-quantitative mathematical model of the changes over time in the statistical distribution of well-being of individuals in a society. The model predicts that when individuals overvalue the more socially conspicuous…

Physics and Society · Physics 2016-01-05 Chris Thron

A formal but intuitive framework is introduced to bridge the gap between data obtained from empirical studies and that generated by agent-based models. This is based on three key tenets. Firstly, a simulation can be given multiple formal…

Multiagent Systems · Computer Science 2013-02-21 Chih-Chun Chen

Many climate subsystems are thought to be susceptible to tipping - and some might be close to a tipping point. The general belief and intuition, based on simple conceptual models of tipping elements, is that tipping leads to reorganization…

Pattern Formation and Solitons · Physics 2021-12-01 Robbin Bastiaansen , Henk A. Dijkstra , Anna S. von der Heydt

Social-ecological systems research aims to understand the nature of social-ecological phenomena, to find ways to foster or manage conditions under which desired phenomena occur or to reduce the negative consequences of undesirable…

Multiagent Systems · Computer Science 2024-06-25 Sonja Radosavljevic , Udita Sanga , Maja Schlüter

A tipping point can be defined as an abrupt shift in the properties or behaviour of a system. Tipping points in complex systems from a wide variety of scientific disciplines have been compared to phase transitions in physics, but consistent…

Physics and Society · Physics 2023-02-28 Marieke M. Glazenburg , Luca Consoli , Alix McCollam

We present a stochastic, agent-based, binary-transaction Asset-Exchange Model (AEM) for wealth distribution that allows for agents with negative wealth. This model retains certain features of prior AEMs such as redistribution and…

General Finance · Quantitative Finance 2018-02-16 Jie Li , Bruce M. Boghosian , Chengli Li

This paper investigates the interplay between information diffusion in social networks and its impact on financial markets with an Agent-Based Model (ABM). Agents receive and exchange information about an observable stochastic component of…

General Economics · Economics 2024-12-24 Tommaso Di Francesco , Daniel Torren Peraire

Model approximations are common practice when estimating structural or quasi-structural models. The paper considers the econometric properties of estimators that utilize projections to reimpose information about the exact model in the form…

Econometrics · Economics 2024-03-05 Andreas Tryphonides

We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling…

Statistical Finance · Quantitative Finance 2019-01-01 V. Gontis , A. Kononovicius

Macro-economic models describe the dynamics of economic quantities. The estimations and forecasts produced by such models play a substantial role for financial and political decisions. In this contribution we describe an approach based on…

Neural and Evolutionary Computing · Computer Science 2013-09-24 Gabriel Kronberger , Stefan Fink , Michael Kommenda , Michael Affenzeller
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