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This paper explores the utility of agent-based simulations in realistically modelling market structures and sheds light on the nuances of optimal dealer strategies. It underscores the contrast between conclusions drawn from probabilistic…

Trading and Market Microstructure · Quantitative Finance 2023-12-12 Wladimir Ostrovsky

Understanding urban mobility requires models that capture how people interact with and navigate the built environment. We present a scalable, generalizable agent-based framework in which daily schedules emerge from the interplay between…

Physics and Society · Physics 2026-01-30 Sandro M. Reia , Henrique F. de Arruda , Shiyang Ruan , Taylor Anderson , Hamdi Kavak , Dieter Pfoser

A hybrid simulation-based framework involving system dynamics and agent-based simulation is proposed to address duopoly game considering multiple strategic decision variables and rich payoff, which cannot be addressed by traditional…

Computer Science and Game Theory · Computer Science 2020-09-22 Dong Xu , Chao Meng , Qingpeng Zhang , Puneet Bhardwaj , Young-Jun Son

As an IT-enabled multi-passenger mobility service, microtransit can improve accessibility, reduce congestion, and promote sustainability. However, realizing its business potential requires a deeper understanding of traveler preferences,…

Econometrics · Economics 2026-05-11 Xiyuan Ren , Joseph Y. J. Chow , Venktesh Pandey , Linfei Yuan

We proposed a model of interacting market agents based on the Ising spin model. The agents can take three actions: "buy," "sell," or "stay inactive." We defined a price evolution in terms of the system magnetization. The model reproduces…

Statistical Finance · Quantitative Finance 2008-12-02 Paweł Sieczka , Janusz A. Hołyst

This document presents a comprehensive simulation framework designed to model urban incidents involving pedestrians and vehicles. Using a multiagent systems approach, two types of agents (pedestrians and vehicles) are introduced within a 2D…

Multiagent Systems · Computer Science 2026-01-21 Edgar Gonzalez Fernandez

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

Machine Learning · Computer Science 2022-03-09 Yifei Min , Tianhao Wang , Ruitu Xu , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

In order to adapt to the issues of climate change and public health, urban policies are trying to encourage soft mobility, but the share of the car remains significant. Beyond known constraints, we study here the impact of perception biases…

Multiagent Systems · Computer Science 2025-02-18 Carole Adam , Benoit Gaudou

Can temporary subsidies to bundles induce long-run changes in demand due to learning about the quality of one of the constituent goods? This paper provides theoretical support and empirical evidence on this mechanism. Theoretically, we…

Econometrics · Economics 2024-06-07 Luis Alvarez , Ciro Biderman

This paper proposes a multi-day needs-based model for activity and travel demand analysis. The model captures the multi-day dynamics in activity generation, which enables the modeling of activities with increased flexibility in time and…

Urbanism is no longer planned on paper thanks to powerful models and 3D simulation platforms. However, current work is not open to the public and lacks an optimisation agent that could help in decision making. This paper describes the…

Computers and Society · Computer Science 2018-10-19 Dominika Woszczyk , Gerasimos Spanakis

Understanding mobility, movement, and interaction in archaeological landscapes is essential for interpreting past human behavior, transport strategies, and spatial organization, yet such processes are difficult to reconstruct from static…

Robotics · Computer Science 2026-03-05 Chairi Kiourt , Vassilis Evangelidis , Dimitris Grigoropoulos

Congestion tollings have been widely developed and adopted as an effective tool to mitigate urban traffic congestion and enhance transportation system sustainability. Nevertheless, these tolling schemes are often tailored on a city-by-city…

Applications · Statistics 2024-02-19 Qingnan Liang , Ruili Yao , Ruixuan Zhang , Zhibin Chen , Guoyuan Wu

Autonomous mobility on demand services have the potential to disrupt the future mobility system landscape. Ridepooling services in particular can decrease land consumption and increase transportation efficiency by increasing the average…

Multiagent Systems · Computer Science 2022-07-12 Roman Engelhardt , Patrick Malcolm , Florian Dandl , Klaus Bogenberger

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…

Computers and Society · Computer Science 2025-11-12 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

In this study, we developed a computational framework for simulating large-scale agent-based financial markets. Our platform supports trading multiple simultaneous assets and leverages distributed computing to scale the number and…

Trading and Market Microstructure · Quantitative Finance 2024-02-01 Aaron Wheeler , Jeffrey D. Varner

Interactive multi-agent simulation algorithms are used to compute the trajectories and behaviors of different entities in virtual reality scenarios. However, current methods involve considerable parameter tweaking to generate plausible…

Graphics · Computer Science 2018-12-04 Jiaping Ren , Wei Xiang , Yangxi Xiao , Ruigang Yang , Dinesh Manocha , Xiaogang Jin

Novel vehicular communication methods are mostly analyzed simulatively or analytically as real world performance tests are highly time-consuming and cost-intense. Moreover, the high number of uncontrollable effects makes it practically…

Networking and Internet Architecture · Computer Science 2019-11-22 Benjamin Sliwa , Christian Wietfeld

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

The evolution of existing transportation systems,mainly driven by urbanization and increased availability of mobility options, such as private, profit-maximizing ride-hailing companies, calls for tools to reason about their design and…

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