Related papers: Many learning agents interacting with an agent-bas…
This research investigates liquidity dynamics in fractional ownership markets, focusing on illiquid alternative investments traded on a FinTech platform. By leveraging empirical data and employing agent-based modeling (ABM), the study…
The increasing interest in research and innovation towards the development of autonomous agents presents a number of complex yet important scenarios of multiple AI Agents interacting with each other in an environment. The particular setting…
Designing the decision-making processes of artificial agents that are involved in competitive interactions is a challenging task. In a competitive scenario, the agent does not only have a dynamic environment but also is directly affected by…
Reinforcement learning (RL) relies heavily on exploration to learn from its environment and maximize observed rewards. Therefore, it is essential to design a reward function that guarantees optimal learning from the received experience.…
Maximum Entropy (MaxEnt) reinforcement learning is a powerful learning paradigm which seeks to maximize return under entropy regularization. However, action entropy does not necessarily coincide with state entropy, e.g., when multiple…
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…
Previous research on organizations often focuses on either the individual, team, or organizational level. There is a lack of multidimensional research on emergent phenomena and interactions between the mechanisms at different levels. This…
This paper presents a method for optimizing wireless networks by adjusting cell parameters that affect both the performance of the cell being optimized and the surrounding cells. The method uses multiple reinforcement learning agents that…
We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…
It has been shown that social institutions impact human motivations to produce different behaviours, such as amount of working or specialisation in labor. With advancement in artificial intelligence (AI), specifically large language models…
The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…
Can large language model (LLM) agents reproduce the complex social dynamics that characterize human online behavior -- shaped by homophily, reciprocity, and social validation -- and what memory and learning mechanisms enable such dynamics…
Generative artificial intelligence (AI) systems have transformed various industries by autonomously generating content that mimics human creativity. However, concerns about their social and economic consequences arise with widespread…
A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…
Agent-based modeling (ABM) has long been used in economics to study human behavior, and large language model (LLM) agents now enable new forms of social and economic simulation. While prior work has discovered strategic deception by LLM…
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.…
In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…
Significant progress has been made in automated problem-solving using societies of agents powered by large language models (LLMs). In finance, efforts have largely focused on single-agent systems handling specific tasks or multi-agent…
Machine learning techniques applied to the problem of financial market forecasting struggle with dynamic regime switching, or underlying correlation and covariance shifts in true (hidden) market variables. Drawing inspiration from the…
Optimal control of complex environments with robotic systems faces two complementary and intertwined challenges: efficient organization of sensory state information and far-sighted action planning. Because the reinforcement learning…