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Von Neuman's work on universal machines and the hardware development have allowed the simulation of dynamical systems through a large set of interacting agents. This is a bottom-up approach which tries to derive global properties of a…

Graphics · Computer Science 2007-05-23 Gilson A. Giraldi , Luis C. da Costa , Adilson V. Xavier , Paulo S. Rodrigues

Housing markets are inherently spatial, yet many existing models fail to capture this spatial dimension. Here we introduce a new graph-based approach for incorporating a spatial component in a large-scale urban housing agent-based model…

Computational Finance · Quantitative Finance 2021-03-25 Benjamin Patrick Evans , Kirill Glavatskiy , Michael S. Harré , Mikhail Prokopenko

Agent based modelling (ABM) is a computational approach to modelling complex systems by specifying the behaviour of autonomous decision-making components or agents in the system and allowing the system dynamics to emerge from their…

Artificial Intelligence · Computer Science 2023-05-22 Leo Ardon , Jared Vann , Deepeka Garg , Tom Spooner , Sumitra Ganesh

This paper presents a novel Darwinian Agent-Based Modeling (ABM) methodology formacroeconomic forecasting that leverages evolutionary principles to achieve remarkablecomputational efficiency and emergent realism. Unlike conventional DSGE…

General Economics · Economics 2025-07-24 Martin Jaraiz

Many complex systems can be modeled as multiagent systems in which the constituent entities (agents) interact with each other. The global dynamics of such a system is determined by the nature of the local interactions among the agents.…

Multiagent Systems · Computer Science 2011-11-10 Reinhard Laubenbacher , Abdul S. Jarrah , Henning Mortveit , S. S. Ravi

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 tools for policy analysis. ABMs help analysts explore the emergent consequences of policy interventions in multi-agent decision-making settings. But the validity of inferences drawn from ABM…

Machine Learning · Computer Science 2020-11-09 Osonde A. Osoba , Raffaele Vardavas , Justin Grana , Rushil Zutshi , Amber Jaycocks

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

This article extends the preprint "Characterizing Agent-Based Model Dynamics via $\epsilon$-Machines and Kolmogorov-Style Complexity" by introducing diffusion models as orthogonal and complementary tools for characterizing the output of…

Multiagent Systems · Computer Science 2025-12-05 Roberto Garrone

This work outlines the modeling steps for developing a tool aimed at supporting policymakers in guiding policies toward more sustainable wheat production. In the agricultural sector,policies affect a highly diverse set of farms, which…

General Economics · Economics 2025-10-03 Gianfranco Giuloni , Edmondo Di Giuseppe , Arianna Di Paola

A very timely issue for economic agent-based models (ABMs) is their empirical estimation. This paper describes a line of research that could resolve the issue by using machine learning techniques, using multi-layer artificial neural…

Economics · Quantitative Finance 2017-06-21 Sander van der Hoog

Agent-based modeling (ABM) offers powerful insights into complex systems, but its practical utility has been limited by computational constraints and simplistic agent behaviors, especially when simulating large populations. Recent…

Multiagent Systems · Computer Science 2024-11-12 Ayush Chopra , Shashank Kumar , Nurullah Giray-Kuru , Ramesh Raskar , Arnau Quera-Bofarull

Agent-based modeling (ABM) is a principal approach for studying complex systems. By decomposing a system into simpler, interacting agents, agent-based modeling (ABM) allows researchers to observe the emergence of complex phenomena.…

Multiagent Systems · Computer Science 2025-10-17 Siddharth Chaturvedi , Ahmed El-Gazzar , Marcel van Gerven

Current macroeconomic models with agent heterogeneity can be broadly divided into two main groups. Heterogeneous-agent general equilibrium (GE) models, such as those based on Heterogeneous Agent New Keynesian (HANK) or Krusell-Smith (KS)…

Multiagent Systems · Computer Science 2026-02-17 Federico Gabriele , Aldo Glielmo , Marco Taboga

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

The dual crises of the sub-prime mortgage crisis and the global financial crisis has prompted a call for explanations of non-equilibrium market dynamics. Recently a promising approach has been the use of agent based models (ABMs) to…

General Economics · Economics 2018-09-06 Michael S. Harré

Agent-based modelling (ABMing) is a powerful and intuitive approach to modelling complex systems; however, the intractability of ABMs' likelihood functions and the non-differentiability of the mathematical operations comprising these models…

Multiagent Systems · Computer Science 2023-05-25 Arnau Quera-Bofarull , Ayush Chopra , Anisoara Calinescu , Michael Wooldridge , Joel Dyer

We present a machine learning (ML)-assisted framework bridging manifold learning, neural networks, Gaussian processes, and Equation-Free multiscale modeling, for (a) detecting tipping points in the emergent behavior of complex systems, and…

In this paper, we outline a framework for modeling utility-based blockchain-enabled economic systems using Agent Based Modeling (ABM). Our approach is to model the supply dynamics based on metrics of the cryptoeconomy. We then build…

Cryptography and Security · Computer Science 2023-07-31 Kiran Karra , Tom Mellan , Maria Silva , Juan P. Madrigal-Cianci , Axel Cubero Cortes , Zixuan Zhang

Agent-Based Models (ABMs) are often used to model migration and are increasingly used to simulate individual migrant decision-making and unfolding events through a sequence of heuristic if-then rules. However, ABMs lack the methods to embed…

Applications · Statistics 2021-11-09 Peter Strong , Alys McAlpine , Jim Q Smith