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We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms…

General Economics · Economics 2023-11-09 Andrea Vandin , Daniele Giachini , Francesco Lamperti , Francesca Chiaromonte

The study of social emergence has long been a central focus in social science. Traditional modeling approaches, such as rule-based Agent-Based Models (ABMs), struggle to capture the diversity and complexity of human behavior, particularly…

Computational Engineering, Finance, and Science · Computer Science 2025-10-21 Yuzhe Yang , Yifei Zhang , Minghao Wu , Kaidi Zhang , Yunmiao Zhang , Honghai Yu , Yan Hu , Benyou Wang

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

The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic data post-statistical-data analysis and micro-simulation analysis. Theoretical…

Adaptation and Self-Organizing Systems · Physics 2008-12-02 Hokky Situngkir , Yohanes Surya

Agent-based models (ABM) are gaining traction as one of the most powerful modelling tools within the social sciences. They are particularly suited to simulating complex systems. Despite many methodological advances within ABM, one of the…

Multiagent Systems · Computer Science 2020-03-27 Le-Minh Kieu , Nicolas Malleson , Alison Heppenstall

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

We apply Agent-Based Modeling and Simulation (ABMS) to investigate a set of problems in a retail context. Specifically, we are working to understand the relationship between human resource management practices and retail productivity.…

Neural and Evolutionary Computing · Computer Science 2008-12-18 Peer-Olaf Siebers , Uwe Aickelin , Helen Celia , Christopher Clegg

Agent-based models (ABMs) highlight the importance of simulation validation, such as qualitative face validation and quantitative empirical validation. In particular, we focused on quantitative validation by adjusting simulation input…

Artificial Intelligence · Computer Science 2022-03-08 Dongjun Kim , Tae-Sub Yun , Il-Chul Moon , Jang Won Bae

In macroeconomics, an emerging discussion of alternative monetary systems addresses the dimensions of systemic risk in advanced financial systems. Monetary regime changes with the aim of achieving a more sustainable financial system have…

General Economics · Economics 2023-01-11 Florian Peters , Doris Neuberger , Oliver Reinhardt , Adelinde Uhrmacher

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

Economic inequality is one of the pivotal issues for most of economic and social policy makers across the world to insure the sustainable economic growth and justice. In the mainstream school of economics, namely neoclassical theories,…

Econometrics · Economics 2018-04-26 Hossein Sabzian , Alireza Aliahmadi , Adel Azar , Madjid Mirzaee

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

Agent-based models (ABMs) are widely used to model coupled natural-human systems. Descriptive models require careful calibration with observed data. However, ABMs are often not calibrated in a statistical sense. Here we examine the impact…

Applications · Statistics 2019-11-01 Vivek Srikrishnan , Klaus Keller

Cellular Agent-Based Models are commonly employed to describe a variety biological systems. Over the course of the past years, many modeling tools have emerged which solve particular research questions. In this short opinion piece, we argue…

Cell Behavior · Quantitative Biology 2025-11-18 Jonas Pleyer

Parameter calibration is a major challenge in agent-based modelling and simulation (ABMS). As the complexity of agent-based models (ABMs) increase, the number of parameters required to be calibrated grows. This leads to the ABMS equivalent…

Machine Learning · Computer Science 2020-08-28 Rylan Perumal , Terence L van Zyl

Some investors say increasing investors with the same strategy decreasing their profits per an investor. On the other hand, some investors using technical analysis used to use same strategy and parameters with other investors, and say that…

Computational Finance · Quantitative Finance 2026-03-05 Takanobu Mizuta , Isao Yagi

We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support AI agent research in market applications. While simulations are certainly available within trading firms…

Multiagent Systems · Computer Science 2019-04-30 David Byrd , Maria Hybinette , Tucker Hybinette Balch

A simple agent-based model (ABM) of the evolution of faith-based systems (FBS) in human social networks is presented. In the model, each agent subscribes to a single FBS, and may be converted to share a different agent's FBS during social…

Statistical Mechanics · Physics 2009-11-07 Suzanne Sadedin , Bartlomiej Dybiec , Gerard Briscoe

Intelligent agents offer a new and exciting way of understanding the world of work. Agent-Based Simulation (ABS), one way of using intelligent agents, carries great potential for progressing our understanding of management practices and how…

Artificial Intelligence · Computer Science 2010-07-05 Peer-Olaf Siebers , Uwe Aickelin , Helen Celia , Chris Clegg

Simulating consumer decision-making is vital for designing and evaluating marketing strategies before costly real-world deployment. However, post-event analyses and rule-based agent-based models (ABMs) struggle to capture the complexity of…

Artificial Intelligence · Computer Science 2025-10-22 Man-Lin Chu , Lucian Terhorst , Kadin Reed , Tom Ni , Weiwei Chen , Rongyu Lin