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Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…

Statistical Finance · Quantitative Finance 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and facilitates the development and backtesting of investment…

Multiagent Systems · Computer Science 2025-10-14 Tianlang He , Fengming Zhu , Keyan Lu , Chang Xu , Yang Liu , Weiqing Liu , Fangzhen Lin , S. -H. Gary Chan , Jiang Bian

Coupled human-environment systems are increasingly being understood as complex adaptive systems (CAS), in which micro-level interactions between components lead to emergent behavior. Agent-based models (ABMs) hold great promise for…

Applications · Statistics 2026-02-20 Dylan Munson , Arijit Dey , Simon Mak

Emergency departments (ED) face challenges in patient care and resource management. We propose to explore optimization strategies in a realistic and flexible model and develop a hybrid Discrete Event Simulation (DES) and Agent-Based Model…

Artificial Intelligence · Computer Science 2026-05-14 Markus Wenzel , Tobias Strapatsas , Jessika Kress , Dorothea Sauer , Nele Gessler , Horst K. Hahn

Pandemics, in addition to affecting the health of populations, can have huge impacts on their social and economic behavior. These factors, on the other hand, have the potential to feed back to and influence the disease spreading. It is…

Physics and Society · Physics 2022-09-28 Jan E. Snellman , Rafael A. Barrio , Kimmo K. Kaski , Maarit J. Korpi--Lagg

Disease spread in most biological populations requires the proximity of agents. In populations where the individuals have spatial mobility, the contact graph is generated by the "collision dynamics" of the agents, and thus the evolution of…

Physics and Society · Physics 2007-06-07 Z. Toroczkai , H. Guclu

We study the benefits of reinforcement learning (RL) environments based on agent-based models (ABM). While ABMs are known to offer microfoundational simulations at the cost of computational complexity, we empirically show in this work that…

Multiagent Systems · Computer Science 2022-05-02 Mohamed Akrout , Amal Feriani , Bob McLeod

Agent-based simulation provides a powerful tool for in silico system modeling. However, these simulations do not provide built-in methods for uncertainty quantification (UQ). Within these types of models a typical approach to UQ is to run…

Applications · Statistics 2025-04-17 Adam Spannaus , Sifat Afroj Moon , John Gounley , Heidi A. Hanson

We present an algorithm which explores permutation symmetries to describe the time evolution of agent-based epidemic models. The main idea to improve computation times relies on restricting the stochastic process to one sector of the vector…

Populations and Evolution · Quantitative Biology 2016-09-28 Gilberto M. Nakamura , Ana Carolina P. Monteiro , George C. Cardoso , Alexandre S. Martinez

In this paper, we investigate output accuracy for a Discrete Event Simulation (DES) model and Agent Based Simulation (ABS) model. The purpose of this investigation is to find out which of these simulation techniques is the best one for…

Artificial Intelligence · Computer Science 2010-07-05 Mazlina Abdul Majid , Uwe Aickelin , Peer-Olaf Siebers

Most spreading processes require spatial proximity between agents. The stationary state of spreading dynamics in a population of mobile agents thus depends on the interplay between the time and length scales involved in the epidemic process…

Statistical Mechanics · Physics 2024-03-05 Jorge P. Rodríguez , Matteo Paoluzzi , Demian Levis , Michele Starnini

While Agent-Based Models can create detailed artificial societies based on individual differences and local context, they can be computationally intensive. Modelers may offset these costs through a parsimonious use of the model, for example…

Artificial Intelligence · Computer Science 2024-09-04 Philippe J. Giabbanelli , Jack T. Beerman

Agent-based models (ABMs) have long been employed to explore how individual behaviors aggregate into complex societal phenomena in urban space. Unlike black-box predictive models, ABMs excel at explaining the micro-macro linkages that drive…

Multiagent Systems · Computer Science 2024-10-30 Yuwei Yan , Qingbin Zeng , Zhiheng Zheng , Jingzhe Yuan , Jie Feng , Jun Zhang , Fengli Xu , Yong Li

During the Covid-19 pandemic, most governments across the world imposed policies like lock-down of public spaces and restrictions on people's movements to minimize the spread of the virus through physical contact. However, such policies…

Multiagent Systems · Computer Science 2021-09-10 Gaurav Suryawanshi , Varun Madhavan , Adway Mitra , Partha Pratim Chakrabarti

In this paper we introduce an agent-based model together with a particle filter approach for studying the spread of COVID-19. Investigations are performed on the metropolis of Tokyo, but other cities, regions or countries could have been…

Numerical Analysis · Mathematics 2021-09-02 C. Sun , S. Richard , T. Miyoshi

Human cognitive responses, behavioral responses, and disease dynamics co-evolve over the course of any disease outbreak, and can result in complex feedbacks. We present a dynamic agent-based model that explicitly couples the spread of…

Conventional wisdom holds that large-batch training is fundamentally incompatible with Reinforcement Learning (RL) - beyond a modest threshold, increasing batch sizes typically yields diminishing returns or performance degradation due to…

Machine Learning · Statistics 2026-05-22 Jongchan Park

Developing the ability to comprehensively study infections in small populations enables us to improve epidemic models and better advise individuals about potential risks to their health. We currently have a limited understanding of how…

Applications · Statistics 2014-10-14 Wen Dong , Katherine A. Heller , Alex Sandy Pentland

HIV/AIDS spread depends upon complex patterns of interaction among various sub-sets emerging at population level. This added complexity makes it difficult to study and model AIDS and its dynamics. AIDS is therefore a natural candidate to be…

Multiagent Systems · Computer Science 2017-08-11 Amnah Siddiqa , Muaz A. Niazi

Calibrating agent-based models (ABMs) to data is among the most fundamental requirements to ensure the model fulfils its desired purpose. In recent years, simulation-based inference methods have emerged as powerful tools for performing this…

Multiagent Systems · Computer Science 2022-06-16 Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian M. Schmon