Related papers: Steering the aggregative behavior of noncooperativ…

Varied real world systems such as transportation networks, supply chains and energy grids present coordination problems where many agents must learn to share resources. It is well known that the independent and selfish interactions of…

We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

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…

Uncertainty-aware prediction is essential for safe motion planning, especially when using learned models to forecast the behavior of surrounding agents. Conformal prediction is a statistical tool often used to produce uncertainty-aware…

Individual choices are either based on personal experience or on information provided by peers. The latter case, causes individuals to conform to the majority in their neighborhood. Such herding behavior may be very efficient in aggregating…

Our aim is to design mechanisms that motivate all agents to reveal their predictions truthfully and promptly. For myopic agents, proper scoring rules induce truthfulness. However, as has been described in the literature, when agents take…

Nudging is a behavioral strategy aimed at influencing people's thoughts and actions. Nudging techniques can be found in many situations in our daily lives, and these nudging techniques can targeted at human fast and unconscious thinking,…

Urban housing markets, along with markets of other assets, universally exhibit periods of strong price increases followed by sharp corrections. The mechanisms generating such non-linearities are not yet well understood. We develop an…

In many multiagent settings, such as electric vehicle charging and traffic routing, agents must make decisions in the face of uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, such as incomplete…

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…

Information that is of relevance for decision-making is often distributed, and held by self-interested agents. Decision markets are well-suited mechanisms to elicit such information and aggregate it into conditional forecasts that can be…

Behavior of systems that are functions of anticipated behavior of other systems, whose own behavior is also anticipatory but homeostatic and determined by hierarchical ordering, which changes over time, of sets of possible environments that…

Agent-based models help explain stock price dynamics as emergent phenomena driven by interacting investors. In this modeling tradition, investor behavior has typically been captured by two distinct mechanisms -- learning and heterogeneous…

Inferring the laws of interaction between particles and agents in complex dynamical systems from observational data is a fundamental challenge in a wide variety of disciplines. We propose a non-parametric statistical learning approach to…

We propose a model for equity trading in a population of agents where each agent acts to achieve his or her target stock-to-bond ratio, and, as a feedback mechanism, follows a market adaptive strategy. In this model only a fraction of…

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

This technical note presents a leader-follower scheme for network aggregative games. The followers and leader are selfish cost minimizing agents. The cost function of each follower is affected by strategy of leader and aggregated strategies…

We discuss a method for predicting financial movements and finding pockets of predictability in the price-series, which is built around inferring the heterogeneity of trading strategies in a multi-agent trader population. This work explores…

In this paper, we consider a general distributed system with multiple agents who select and then implement actions in the system. The system has an operator with a centralized objective. The agents, on the other hand, are selfinterested and…

Peer prediction refers to a collection of mechanisms for eliciting information from human agents when direct verification of the obtained information is unavailable. They are designed to have a game-theoretic equilibrium where everyone…