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The increasing demand for flexibility of automated production systems also affects the automated material flow systems (aMFS) they contain and demands reconfigurable systems. However, the centralized control concept usually applied in aMFS…

Systems and Control · Electrical Eng. & Systems 2022-12-13 Juliane Fischer , Christian Lieberoth-Leden , Johannes Fottner , Birgit Vogel-Heuser

In this paper we present a novel Formal Agent-Based Simulation framework (FABS). FABS uses formal specification as a means of clear description of wireless sensor networks (WSN) sensing a Complex Adaptive Environment. This specification…

Networking and Internet Architecture · Computer Science 2017-08-22 Muaz A. Niazi , Amir Hussain

The high-order complexity of human behaviour is likely the root cause of extreme difficulty in financial market projections. We consider that behavioural simulation can unveil systemic dynamics to support analysis. Simulating diverse human…

Trading and Market Microstructure · Quantitative Finance 2025-06-03 Cheng Wang , Chuwen Wang , Shirong Zeng , Jianguo Liu , Changjun Jiang

Multi-Agent System (MAS) developing frameworks serve as the foundational infrastructure for social simulations powered by Large Language Models (LLMs). However, existing frameworks fail to adequately support large-scale simulation…

This paper introduces a Large Language Model (LLM)-based multi-agent framework designed to enhance anomaly detection within financial market data, tackling the longstanding challenge of manually verifying system-generated anomaly alerts.…

Risk Management · Quantitative Finance 2024-04-01 Taejin Park

Public Policies are not intrinsically positive or negative. Rather, policies provide varying levels of effects across different recipients. Methodologically, computational modeling enables the application of multiple influences on empirical…

Multiagent Systems · Computer Science 2022-11-07 Bernardo Alves Furtado , Gustavo Onofre Andreão

This paper explores how Large Language Models (LLMs) behave in a classic experimental finance paradigm widely known for eliciting bubbles and crashes in human participants. We adapt an established trading design, where traders buy and sell…

Trading and Market Microstructure · Quantitative Finance 2025-10-14 Thomas Henning , Siddhartha M. Ojha , Ross Spoon , Jiatong Han , Colin F. Camerer

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

General Finance · Quantitative Finance 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

We present an overview of some representative Agent-Based Models in Economics. We discuss why and how agent-based models represent an important step in order to explain the dynamics and the statistical properties of financial markets beyond…

Trading and Market Microstructure · Quantitative Finance 2011-01-11 M. Cristelli , L. Pietronero , A. Zaccaria

Mining biological data is an emergent area at the intersection between bioinformatics and data mining (DM). The intelligent agent based model is a popular approach in constructing Distributed Data Mining (DDM) systems to address scalable…

Computational Engineering, Finance, and Science · Computer Science 2015-09-11 G. S. Bhamra , A. K. Verma , R. B. Patel

We present a method of endowing agents in an agent-based model (ABM) with sophisticated cognitive capabilities and a naturally tunable level of intelligence. Often, ABMs use random behavior or greedy algorithms for maximizing objectives…

Artificial Intelligence · Computer Science 2018-07-31 Bryan Head , Uri Wilensky

We review the recent approaches to modelling financial markets based on multi-agent systems. After a brief summary of the basic stylised facts observed in real-market time-series we discuss some simple agent-based systems which are…

Physics and Society · Physics 2008-12-02 Tobias Galla , Giancarlo Mosetti , Yi-Cheng Zhang

The premise of this working paper is based around agent-based simulation models and how to go about creating them from given incomplete information. Agent-based simulations are stochastic simulations that revolve around groups of agents…

Multiagent Systems · Computer Science 2019-02-06 Daniel Stroud , Christian Wagner , Peer-Olaf Siebers

Agent-based models (ABMs) and video games, including those taking advantage of virtual reality (VR), have undergone a remarkable parallel evolution, achieving impressive levels of complexity and sophistication. This paper argues that while…

Parameter calibration is a significant challenge in agent-based modelling and simulation (ABMS). An agent-based model's (ABM) complexity grows as the number of parameters required to be calibrated increases. This parameter expansion leads…

Machine Learning · Computer Science 2021-08-20 Rylan Perumal , Terence L van Zyl

We present an Equation/Variable free machine learning (EVFML) framework for the control of the collective dynamics of complex/multiscale systems modelled via microscopic/agent-based simulators. The approach obviates the need for…

Dynamical Systems · Mathematics 2024-11-05 Dimitrios G. Patsatzis , Lucia Russo , Ioannis G. Kevrekidis , Constantinos Siettos

Large Language Models (LLMs) are increasingly being used to simulate human-like decision making in agent-based financial market models (ABMs). As models become more powerful and accessible, researchers can now incorporate individual LLM…

Machine Learning · Computer Science 2025-01-29 Alicia Vidler , Toby Walsh

Agent-based modelling (ABM), simulation (ABS), and distributed computation (ABC) are established methods. The Internet and Web-based technologies are suitable carriers. This paper is a technical report with some tutorial aspects of the…

Artificial Intelligence · Computer Science 2022-07-26 Stefan Bosse

We study the problem of feature selection in general machine learning (ML) context, which is one of the most critical subjects in the field. Although, there exist many feature selection methods, however, these methods face challenges such…

Machine Learning · Computer Science 2024-06-18 Mehmet Y. Turali , Mehmet E. Lorasdagi , Ali T. Koc , Suleyman S. Kozat

Innovation diffusion has been studied extensively in a variety of disciplines, including sociology, economics, marketing, ecology, and computer science. Traditional literature on innovation diffusion has been dominated by models of…

Social and Information Networks · Computer Science 2017-05-26 Haifeng Zhang , Yevgeniy Vorobeychik