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In-context learning enables large language models to perform novel tasks through few-shot demonstrations. However, demonstrations per se can naturally contain noise and conflicting examples, making this capability vulnerable. To understand…

Machine Learning · Computer Science 2026-03-06 Difan Jiao , Di Wang , Lijie Hu

We study the consumption behaviour of an asymmetric network of heterogeneous agents in the framework of discrete choice models with stochastic decision rules. We assume that the interactions among agents are uniquely specified by their…

Disordered Systems and Neural Networks · Physics 2007-05-23 Giulia Iori , Vassilis Koulovassilopoulos

We present an exploration of a reputation system based on explicit ratings weighted by the values of corresponding financial transactions from the perspective of its ability to grant "security" to market participants by protecting them from…

Multiagent Systems · Computer Science 2019-05-21 Anton Kolonin , Ben Goertzel , Cassio Pennachin , Deborah Duong , Matt Ikle , Nejc Znidar , Marco Argentieri

Increased day-trading activity and the subsequent jump in intraday volatility and trading volume fluctuations has raised considerable interest in models for financial market microstructure. We investigate the random transitions between two…

Probability · Mathematics 2007-05-23 Muffasir Badshah , Robert Boyer , Ted Theodosopoulos

The general picture of game theoretic modeling dealt with here is characterized by a set of big players, also referred to as principals or major agents, acting on the background of large pools of small players, the impact of the behavior of…

Optimization and Control · Mathematics 2019-11-12 Vassili N. Kolokoltsov , Oleg A. Malafeyev

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

In the field of Multi-Agent Systems (MAS), known for their openness, dynamism, and cooperative nature, the ability to trust the resources and services of other agents is crucial. Trust, in this setting, is the reliance and confidence an…

Artificial Intelligence · Computer Science 2024-02-13 Behzad Akbari , Mingfeng Yuan , Hao Wang , Haibin Zhu , Jinjun Shan

A broad current application of algorithms is in formal and quantitative measures of murky concepts -- like merit -- to make decisions. When people strategically respond to these sorts of evaluations in order to gain favorable decision…

Computers and Society · Computer Science 2023-10-06 Benjamin Laufer , Jon Kleinberg , Karen Levy , Helen Nissenbaum

From marketing to politics, exploitation of incomplete information through selective communication of arguments is ubiquitous. In this work, we focus on development of an argumentation-theoretic model for manipulable multi-agent…

Artificial Intelligence · Computer Science 2019-09-17 Ryuta Arisaka , Makoto Hagiwara , Takayuki Ito

This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First,…

Physics and Society · Physics 2009-11-13 Yuichi Ikeda , Hideaki Aoyama , Hiroshi Iyetomi , Yoshi Fujiwara , Wataru Souma , Taisei Kaizoji

Artificial stock market simulation based on agent is an important means to study financial market. Based on the assumption that the investors are composed of a main fund, small trend and contrarian investors characterized by four…

Trading and Market Microstructure · Quantitative Finance 2021-09-22 Yong Shi , Bo Li , Guangle Du

We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time series are often driven by the same underlying factors, such…

Statistics Theory · Mathematics 2020-03-24 Joni Virta , Niko Lietzén , Lauri Viitasaari , Pauliina Ilmonen

Lattice structures have great potential for several application fields ranging from medical and tissue engineering to aeronautical one. Their development is further speeded up by the continuing advances in additive manufacturing…

Soft Condensed Matter · Physics 2025-01-13 Chiara Pasini , Oscar Ramponi , Stefano Pandini , Luciana Sartore , Giulia Scalet

In this article we propose a discrete lattice model to simulate the elastic, plastic and failure behaviour of isotropic materials. Focus is given on the mathematical derivation of the lattice elements, nodes and edges, in the presence of…

Optimization and Control · Mathematics 2015-05-12 Ioannis Dassios , Andrey Jivkov , Andrew Abu-Muharib , Peter James

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

Machine Learning · Computer Science 2022-06-30 Charl Maree , Christian Omlin

We present a new type of spin market model, populated by hierarchical agents, represented as configurations of sites and arcs in an evolving network. We describe two analytic techniques for investigating the asymptotic behavior of this…

Probability · Mathematics 2015-03-12 Ted Theodosopoulos

Machine learning algorithms are increasingly used to make or support decisions in a wide range of settings. With such expansive use there is also growing concern about the fairness of such methods. Prior literature on algorithmic fairness…

Machine Learning · Computer Science 2023-04-17 Arindam Ray , Balaji Padmanabhan , Lina Bouayad

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

We propose a method to infer lead-lag networks of traders from the observation of their trade record as well as to reconstruct their state of supply and demand when they do not trade. The method relies on the Kinetic Ising model to describe…

Trading and Market Microstructure · Quantitative Finance 2022-04-20 Carlo Campajola , Fabrizio Lillo , Daniele Tantari

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…

Machine Learning · Statistics 2019-12-03 Namjoon Suh , Xiaoming Huo , Eric Heim , Lee Seversky