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Economic agent-based models (ABMs) are becoming more and more data-driven, establishing themselves as increasingly valuable tools for economic research and policymaking. We propose to classify the extent to which an ABM is data-driven based…

General Economics · Economics 2024-12-24 Marco Pangallo , R. Maria del Rio-Chanona

We present a novel model to simulate real social networks of complex interactions, based in a granular system of colliding particles (agents). The network is build by keeping track of the collisions and evolves in time with correlations…

Physics and Society · Physics 2009-11-11 M. C. Gonzalez , P. G. Lind , H. J. Herrmann

The advent of artificial intelligence has led to a growing emphasis on data-driven modeling in macroeconomics, with agent-based modeling (ABM) emerging as a prominent bottom-up simulation paradigm. In ABM, agents (e.g., households, firms)…

Artificial Intelligence · Computer Science 2024-05-27 Nian Li , Chen Gao , Mingyu Li , Yong Li , Qingmin Liao

When designing systems that are complex, dynamic and stochastic in nature, simulation is generally recognised as one of the best design support technologies, and a valuable aid in the strategic and tactical decision making process. A…

Neural and Evolutionary Computing · Computer Science 2013-05-30 Peer-Olaf Siebers , Uwe Aickelin

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be…

Robotics · Computer Science 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

Much research in artificial intelligence is concerned with the development of autonomous agents that can interact effectively with other agents. An important aspect of such agents is the ability to reason about the behaviours of other…

Artificial Intelligence · Computer Science 2018-02-12 Stefano V. Albrecht , Peter Stone

Agent based modelling is a computational approach that aims to understand the behaviour of complex systems through simplified interactions of programmable objects in computer memory called agents. Agent based models (ABMs) are predominantly…

Multiagent Systems · Computer Science 2022-07-06 Renu Solanki , Monisha Khanna , Shailly Anand , Anita Gulati , Prateek Kumar , Munendra Kumar , Dushyant Kumar

Multi-agent systems offer a new and exciting way of understanding the world of work. We apply agent-based modeling and simulation to investigate a set of problems in a retail context. Specifically, we are working to understand the…

Artificial Intelligence · Computer Science 2013-05-30 Peer-Olaf Siebers , Uwe Aickelin , Helen Celia , Chris Clegg

This paper explores the utility of agent-based simulations in realistically modelling market structures and sheds light on the nuances of optimal dealer strategies. It underscores the contrast between conclusions drawn from probabilistic…

Trading and Market Microstructure · Quantitative Finance 2023-12-12 Wladimir Ostrovsky

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 Modelling (ABM) has emerged as an essential tool for simulating social networks, encompassing diverse phenomena such as information dissemination, influence dynamics, and community formation. However, manually configuring varied…

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

Intelligent agents offer a new and exciting way of understanding the world of work. Agent-Based Simulation (ABS), one way of using intelligent agents, carries great potential for progressing our understanding of management practices and how…

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

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

Statistical Finance · Quantitative Finance 2011-10-13 Tomáš Tokár , Denis Horváth , Michal Hnatich

This paper proposes a methodology to empirically validate an agent-based model (ABM) that generates artificial financial time series data comparable with real-world financial data. The approach is based on comparing the results of the ABM…

Computational Finance · Quantitative Finance 2022-06-22 Luis Goncalves de Faria

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

Agent-Based Models (ABMs) are used in several fields to study the evolution of complex systems from micro-level assumptions. However, ABMs typically can not estimate agent-specific (or "micro") variables: this is a major limitation which…

Physics and Society · Physics 2022-11-24 Corrado Monti , Marco Pangallo , Gianmarco De Francisci Morales , Francesco Bonchi

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

In this paper, we propose a statistical aggregation method for agent-based models with heterogeneous agents that interact both locally on a complex adaptive network and globally on a market. The method combines three approaches from…

Theoretical Economics · Economics 2020-11-04 Jakob J. Kolb , Finn Müller-Hansen , Jürgen Kurths , Jobst Heitzig

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

Physics and Society · Physics 2015-06-22 Sanchari Goswami , Parongama Sen