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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

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

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

Understanding how an individual changes its attitude, belief, and opinion due to other people's social influences is vital because of its wide implications. A core methodology that is used to study the change of attitude under social…

Social and Information Networks · Computer Science 2023-06-07 Yun-Shiuan Chuang , Timothy T. Rogers

We present an overview of some representative Agent-Based Models in Economics. We discuss why and how agent-based models represent an important step in order to explain the dynamics and the statistical properties of financial markets beyond…

Trading and Market Microstructure · Quantitative Finance 2011-01-11 M. Cristelli , L. Pietronero , A. Zaccaria

Automated, data-driven quality management systems, which facilitate the transformation of data into useable information, are desired to enhance decision-making processes. Integration of accurate, reliable, and straightforward approaches…

Other Computer Science · Computer Science 2019-03-27 Wenying Ji

An agent-based model (ABM) is a computational model in which the local interactions of autonomous agents with each other and with their environment give rise to global properties within a given domain. As the detail and complexity of these…

Dynamical Systems · Mathematics 2022-12-01 Daniel A. Cruz , Jack Toppen , Eunbi Park , Melissa L. Kemp , Elena S. Dimitrova

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 explore the application of uncertainty quantification methods to agent-based models (ABMs) using a simple sheep and wolf predator-prey model. This work serves as a tutorial on how techniques like emulation can be powerful tools in this…

Other Statistics · Statistics 2024-09-26 Louise Kimpton , Peter Challenor , James Salter

Agent-based models (ABMs) simulate the formation and evolution of social processes at a fundamental level by decoupling agent behavior from global observations. In the case where ABM networks evolve over time as a result of (or in…

Social and Information Networks · Computer Science 2023-08-11 Karleigh Pine , Joel Klipfel , Jared Bennett , Nathaniel Bade , Christian Manasseh

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

Despite the extensive use of the agent technology in the Supply Chain Management field, its integration with Advanced Planning and Scheduling (APS) tools still represents a promising field with several open research questions. Specifically,…

Multiagent Systems · Computer Science 2011-07-19 Luis Antonio de Santa-Eulalia , Sophie D'Amours , Jean-Marc Frayret

We advocate the development of a discipline of interacting with and extracting information from models, both mathematical (e.g. game-theoretic ones) and computational (e.g. agent-based models). We outline some directions for the development…

Multiagent Systems · Computer Science 2021-02-24 Gabriel Istrate

Despite the frequent use of agent-based models (ABMs) for studying social phenomena, parameter estimation remains a challenge, often relying on costly simulation-based heuristics. This work uses variational inference to estimate the…

Computers and Society · Computer Science 2025-12-04 Jacopo Lenti , Fabrizio Silvestri , Gianmarco De Francisci Morales

The rapidly growing field of network analytics requires data sets for use in evaluation. Real world data often lack truth and simulated data lack narrative fidelity or statistical generality. This paper presents a novel, mixed-membership,…

Social and Information Networks · Computer Science 2013-09-09 Garrett Bernstein , Kyle O'Brien

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

Agent-based models (ABM) are gaining traction as one of the most powerful modelling tools within the social sciences. They are particularly suited to simulating complex systems. Despite many methodological advances within ABM, one of the…

Multiagent Systems · Computer Science 2020-03-27 Le-Minh Kieu , Nicolas Malleson , Alison Heppenstall

Agent-based modeling is a computational dynamic modeling technique that may be less familiar to some readers. Agent-based modeling seeks to understand the behaviour of complex systems by situating agents in an environment and studying the…

Multiagent Systems · Computer Science 2023-04-19 G. Wade McDonald , Nathaniel D. Osgood

The study of system complexity primarily has two objectives: to explore underlying patterns and to develop theoretical explanations. Pattern exploration seeks to clarify the mechanisms behind the emergence of system complexity, while…

Multiagent Systems · Computer Science 2026-02-18 Xiao Xue , Deyu Zhou , Ming Zhang , Xiangning Yu , Fei-Yue Wang

The design of agent-based models (ABMs) is often ad-hoc when it comes to defining their scope. In order for the inclusion of features such as network structure, location, or dynamic change to be justified, their role in a model should be…

Multiagent Systems · Computer Science 2017-12-29 Reiko Heckel , Alexander Kurz , Edmund Chattoe-Brown