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Nowadays, we are surrounded by a large number of complex phenomena ranging from rumor spreading, social norms formation to rise of new economic trends and disruption of traditional businesses. To deal with such phenomena,Complex Adaptive…

The global economy is one of today's major challenges, with increasing relevance in recent decades. A frequent observation by policy makers is the lack of tools that help at least to understand, if not predict, economic crises. Currently,…

General Finance · Quantitative Finance 2023-05-16 Martin Jaraiz

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

The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful…

Computational Finance · Quantitative Finance 2018-01-26 J. Lussange , A. Belianin , S. Bourgeois-Gironde , B. Gutkin

We propose the use of Agent Based Models (ABMs) inside a reinforcement learning framework in order to better understand the relationship between automated decision making tools, fairness-inspired statistical constraints, and the social…

Computers and Society · Computer Science 2019-03-25 Efrén Cruz Cortés , Debashis Ghosh

Agent-based models (ABMs) are simulation models used in economics to overcome some of the limitations of traditional frameworks based on general equilibrium assumptions. However, agents within an ABM follow predetermined 'bounded rational'…

Machine Learning · Computer Science 2024-10-23 Simone Brusatin , Tommaso Padoan , Andrea Coletta , Domenico Delli Gatti , Aldo Glielmo

Agent-based modelling (ABM) is a facet of wider Multi-Agent Systems (MAS) research that explores the collective behaviour of individual `agents', and the implications that their behaviour and interactions have for wider systemic behaviour.…

Multiagent Systems · Computer Science 2022-10-14 Nick Malleson , Mark Birkin , Daniel Birks , Jiaqi Ge , Alison Heppenstall , Ed Manley , Josie McCulloch , Patricia Ternes

We present our Agent-Based Market Microstructure Simulation (ABMMS), an Agent-Based Financial Market (ABFM) that captures much of the complexity present in the US National Market System for equities (NMS). Agent-Based models are a natural…

Trading and Market Microstructure · Quantitative Finance 2023-11-28 Colin M. Van Oort , Ethan Ratliff-Crain , Brian F. Tivnan , Safwan Wshah

Interest in agent-based models of financial markets and the wider economy has increased consistently over the last few decades, in no small part due to their ability to reproduce a number of empirically-observed stylised facts that are not…

Computational Finance · Quantitative Finance 2019-02-18 Donovan Platt

Agent-based models (ABMs) are valuable for modelling complex, potentially out-of-equilibria scenarios. However, ABMs have long suffered from the Lucas critique, stating that agent behaviour should adapt to environmental changes.…

Multiagent Systems · Computer Science 2025-01-17 Benjamin Patrick Evans , Sihan Zeng , Sumitra Ganesh , Leo Ardon

Agent-based computational economics (ACE) - while adopted comparably widely in other domains of managerial science - is a rather novel paradigm for management accounting research (MAR). This paper provides an overview of opportunities and…

General Economics · Economics 2020-11-09 Friederike Wall , Stephan Leitner

Agent-based modeling (ABM) is a well-established paradigm for simulating complex systems via interactions between constituent entities. Machine learning (ML) refers to approaches whereby statistical algorithms 'learn' from data on their…

Quantitative Methods · Quantitative Biology 2022-11-10 Nikita Sivakumar , Cameron Mura , Shayn M. Peirce

Climate change is a major global challenge today. To assess how policies may lead to mitigation, economists have developed Integrated Assessment Models, however, most of the equilibrium based models have faced heavy critiques. Agent-based…

General Economics · Economics 2023-01-23 Karl Naumann-Woleske

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…

Multiagent Systems · Computer Science 2024-02-02 Benjamin Patrick Evans , Sumitra Ganesh

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

In the last decades, there has been a deceleration in the rates of poverty reduction, suggesting that traditional redistributive approaches to poverty mitigation could be losing effectiveness, and alternative insights to advance the number…

Multiagent Systems · Computer Science 2026-02-06 Alba Aguilera , Nieves Montes , Georgina Curto , Carles Sierra , Nardine Osman

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

Sequential Social Dilemmas (SSDs) provide a key framework for studying how cooperation emerges when individual incentives conflict with collective welfare. In Multi-Agent Reinforcement Learning, these problems are often addressed by…

Machine Learning · Computer Science 2026-02-18 Alper Demir , Hüseyin Aydın , Kale-ab Abebe Tessera , David Abel , Stefano V. Albrecht

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase…

General Finance · Quantitative Finance 2014-12-30 Stanislao Gualdi , Marco Tarzia , Francesco Zamponi , Jean-Philippe Bouchaud
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