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We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…

Trading and Market Microstructure · Quantitative Finance 2023-11-23 Matthew Dicks , Andrew Paskaramoorthy , Tim Gebbie

Understanding physical phenomena is a key component of human intelligence and enables physical interaction with previously unseen environments. In this paper, we study how an artificial agent can autonomously acquire this intuition through…

Robotics · Computer Science 2017-11-23 Wenbin Li , Jeannette Bohg , Mario Fritz

As AI agents increasingly operate in multi-agent environments, understanding their collective behavior becomes critical for predicting the dynamics of artificial societies. This study examines conformity, the tendency to align with group…

Artificial Intelligence · Computer Science 2026-01-12 Alessandro Bellina , Giordano De Marzo , David Garcia

Power-seeking behavior is a key source of risk from advanced AI, but our theoretical understanding of this phenomenon is relatively limited. Building on existing theoretical results demonstrating power-seeking incentives for most reward…

Artificial Intelligence · Computer Science 2023-04-14 Victoria Krakovna , Janos Kramar

This paper proposes a new way to model behavioral agents in dynamic macro-financial environments. Agents are described as neural networks and learn policies from idiosyncratic past experiences. I investigate the feedback between…

General Economics · Economics 2021-10-25 Artem Kuriksha

The development of open benchmarking platforms could greatly accelerate the adoption of AI agents in retail. This paper presents comprehensive simulations of customer shopping behaviors for the purpose of benchmarking reinforcement learning…

Artificial Intelligence · Computer Science 2024-05-20 Yu Xia , Sriram Narayanamoorthy , Zhengyuan Zhou , Joshua Mabry

Classification algorithms based on Artificial Intelligence (AI) are nowadays applied in high-stakes decisions in finance, healthcare, criminal justice, or education. Individuals can strategically adapt to the information gathered about…

Computer Science and Game Theory · Computer Science 2025-08-14 Marta C. Couto , Flavia Barsotti , Fernando P. Santos

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

Multiagent Systems · Computer Science 2007-05-23 Jose M. Vidal , Edmund H. Durfee

The integration of large language models (LLMs) in economic simulations has significantly enhanced agent-based modeling, yet existing frameworks struggle to capture the interplay between short-term optimization and long-term strategic…

Multiagent Systems · Computer Science 2026-05-14 Annie Liu , Zane Cao , Lang Chen , Zongxin Xu , Zigan Wang

When consequential decisions are informed by algorithmic input, individuals may feel compelled to alter their behavior in order to gain a system's approval. Models of agent responsiveness, termed "strategic manipulation," analyze the…

Machine Learning · Computer Science 2019-05-13 Lily Hu , Nicole Immorlica , Jennifer Wortman Vaughan

When resources are scarce, will a population of AI agents coordinate in harmony, or descend into tribal chaos? Diverse decision-making AI from different developers is entering everyday devices -- from phones and medical devices to…

Artificial Intelligence · Computer Science 2026-03-13 Neil F. Johnson

Human behaviors are regularized by a variety of norms or regulations, either to maintain orders or to enhance social welfare. If artificially intelligent (AI) agents make decisions on behalf of human beings, we would hope they can also…

Computer Science and Game Theory · Computer Science 2019-10-28 Fan-Yun Sun , Yen-Yu Chang , Yueh-Hua Wu , Shou-De Lin

This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours in a unified way. The agents operate within a highly…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 H. Lamba , T. Seaman

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

Traditionally, AI has been modeled within economics as a technology that impacts payoffs by reducing costs or refining information for human agents. Our position is that, in light of recent advances in generative AI, it is increasingly…

Theoretical Economics · Economics 2024-06-04 Nicole Immorlica , Brendan Lucier , Aleksandrs Slivkins

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

Interaction and cooperation with humans are overarching aspirations of artificial intelligence (AI) research. Recent studies demonstrate that AI agents trained with deep reinforcement learning are capable of collaborating with humans. These…

Human-Computer Interaction · Computer Science 2024-05-10 Kevin R. McKee , Xuechunzi Bai , Susan T. Fiske

Would artificial intelligence (AI) cut interest rates or adopt conservative monetary policy? Would it deregulate or opt for a more controlled economy? As AI use by economic policymakers, academics, and market participants grows…

Computers and Society · Computer Science 2025-12-10 Maxim Chupilkin

Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…

Machine Learning · Computer Science 2025-05-16 Jonathan Clifford Balloch

Seamlessly interacting with humans or robots is hard because these agents are non-stationary. They update their policy in response to the ego agent's behavior, and the ego agent must anticipate these changes to co-adapt. Inspired by humans,…

Robotics · Computer Science 2020-11-16 Annie Xie , Dylan P. Losey , Ryan Tolsma , Chelsea Finn , Dorsa Sadigh