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Agent-based modelling (ABM) is a widespread approach to simulate complex systems. Advancements in computational processing and storage have facilitated the adoption of ABMs across many fields; however, ABMs face challenges that limit their…

Machine Learning · Computer Science 2026-03-06 M Lopes Alves , Joel Dyer , Doyne Farmer , Michael Wooldridge , Anisoara Calinescu

The real world is awash with multi-agent problems that require collective action by self-interested agents, from the routing of packets across a computer network to the management of irrigation systems. Such systems have local incentives…

Multiagent Systems · Computer Science 2021-02-16 Michiel A. Bakker , Richard Everett , Laura Weidinger , Iason Gabriel , William S. Isaac , Joel Z. Leibo , Edward Hughes

This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a…

Statistical Mechanics · Physics 2009-10-31 Giulia Iori

This work proposes a theoretical framework using a systemic modeling paradigm to implement computational agents in the simulation of organizations. The potential of its use is demonstrated in the modeling of supply chains. Finally, research…

Multiagent Systems · Computer Science 2023-11-14 Edmundo Barrientos Palma

Agent-based models play an important role in simulating complex emergent phenomena and supporting critical decisions. In this context, a software fault may result in poorly informed decisions that lead to disastrous consequences. The…

Software Engineering · Computer Science 2021-03-19 Andrew G. Clark , Neil Walkinshaw , Robert M. Hierons

Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experiments on our web-based prediction market platform which…

Trading and Market Microstructure · Quantitative Finance 2010-02-05 Jie-Jun Tseng , Chih-Hao Lin , Chih-Ting Lin , Sun-Chong Wang , Sai-Ping Li

In multi-agent systems, agents need to interact and collaborate with other agents in environments. Agent modeling is crucial to facilitate agent interactions and make adaptive cooperation strategies. However, it is challenging for agents to…

Artificial Intelligence · Computer Science 2023-10-20 Baofu Fang , Caiming Zheng , Hao Wang

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder

Agent technology is a software paradigm that permits to implement large and complex distributed applications. In order to assist the development of multi-agent systems, agent-oriented methodologies (AOM) have been created in the last years…

Software Engineering · Computer Science 2014-03-13 Mohamed Garoui , Belhassen Mazigh , Béchir El Ayeb , Abderrafiaa Koukam

The hidden-action model captures a fundamental problem of principal-agent theory and provides an optimal sharing rule when only the outcome but not the effort can be observed. However, the hidden-action model builds on various explicit and…

General Economics · Economics 2020-04-15 Stephan Leitner , Friederike Wall

Making a decision in a changeable and dynamic environment is an arduous task owing to the lack of information, their uncertainties and the unawareness of planners about the future evolution of incidents. The use of a decision support system…

Artificial Intelligence · Computer Science 2009-04-21 Fahem Kebair , Frederic Serin

The increasing difficulties in financing the welfare state and in particular public retirement pensions have been one of the outcomes both of the decrease of fertility and birth rates combined with the increase of life expectancy. The…

General Economics · Economics 2019-09-20 Sérgio Bacelar , Luis Antunes

Significant digitalization of financial services in a short period of time has led to an urgent demand to have autonomous, transparent and real-time credit risk decision making systems. The traditional machine learning models are effective…

Artificial Intelligence · Computer Science 2026-01-06 Chandra Sekhar Kubam

Complex scheduling problems require a large amount computation power and innovative solution methods. The objective of this paper is the conception and implementation of a multi-agent system that is applicable in various problem domains.…

Multiagent Systems · Computer Science 2020-04-21 Peter Hillmann , Tobias Uhlig , Gabi Dreo Rodosek , Oliver Rose

This paper presents a simple agent-based model of an economic system, populated by agents playing different games according to their different view about social cohesion and tax payment. After a first set of simulations, correctly…

General Finance · Quantitative Finance 2018-09-24 L. S. Di Mauro , A. Pluchino , A. E. Biondo

Agent-based models provide a flexible framework that is frequently used for modelling many biological systems, including cell migration, molecular dynamics, ecology, and epidemiology. Analysis of the model dynamics can be challenging due to…

Dynamical Systems · Mathematics 2021-04-28 John T. Nardini , Ruth E. Baker , Matthew J. Simpson , Kevin B. Flores

In this work, the concept of a system for analysing social relations between entities using the social network analysis and multi-agent system approaches is presented. The following problems especially appear within the domain of our…

Social and Information Networks · Computer Science 2013-03-26 Jarosław Koźlak , Anna Zygmunt , Edward Nawarecki

Replicating existing agent-based models poses significant challenges, particularly for those new to the field. This article presents an all-encompassing guide to re-implementing agent-based models, encompassing vital concepts such as…

Multiagent Systems · Computer Science 2024-05-08 Önder Gürcan , Timo Szczepanska , Patrycja Antosz

Recent advances in neurosciences and psychology have provided evidence that affective phenomena pervade intelligence at many levels, being inseparable from the cognitionaction loop. Perception, attention, memory, learning, decisionmaking,…

Artificial Intelligence · Computer Science 2008-09-30 Luis Paulo Reis , Daria Barteneva , Nuno Lau

Macroscopic price evolution models are commonly used for investment strategies. There are first promising achievements in defining microscopic agent based models for the same purpose. Microscopic models allow a deeper understanding of…

Pricing of Securities · Quantitative Finance 2011-03-29 Sebastian M. Krause , Stefan Bornholdt