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Exploiting a precise reproduction of a stock exchange, the robustness of the Continuous Double Auction (CDA) mechanism, evaluated by means of the waiting time distributions, has been proved versus 36 different set ups made by varying both…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Alessandro Cappellini , Gianluigi Ferraris

Despite the extensive use of the agent technology in the Supply Chain Management field, its integration with Advanced Planning and Scheduling (APS) tools still represents a promising field with several open research questions. Specifically,…

Multiagent Systems · Computer Science 2011-07-19 Luis Antonio de Santa-Eulalia , Sophie D'Amours , Jean-Marc Frayret

In light of the growing interest in agent-based market models, we bring together several earlier works in which we considered the topic of self-consistent market modelling. Building upon the binary game structure of Challet and Zhang, we…

Disordered Systems and Neural Networks · Physics 2008-12-02 Paul Jefferies , Neil F. Johnson

A market of potato commodity for industry scale usage is engaging several types of actors. They are farmers, middlemen, and industries. A multi-agent system has been built to simulate these actors into agent entities, based on manually…

Multiagent Systems · Computer Science 2013-01-01 R. Refianti , A. B. Mutiara , H. Gunawan

Recent trends in Agent Computational Economics research, envelop a government agent in the model of the economy, whose decisions are based on learning algorithms. In this paper we try to evaluate the performance of simulated annealing in…

Optimization and Control · Mathematics 2009-06-26 Mattheos K. Protopapas , Elias B. Kosmatopoulos

Agent-based modelling and simulation offers a new and exciting way of understanding the world of work. In this paper we describe the development of an agent-based simulation model, designed to help to understand the relationship between…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Peer-Olaf Siebers , Uwe Aickelin , Helen Celia , Christopher Clegg

Digital agents capable of automating complex computer tasks have attracted considerable attention due to their immense potential to enhance human-computer interaction. However, existing agent methods exhibit deficiencies in their…

Artificial Intelligence · Computer Science 2024-10-25 Chengyou Jia , Minnan Luo , Zhuohang Dang , Qiushi Sun , Fangzhi Xu , Junlin Hu , Tianbao Xie , Zhiyong Wu

Agent-based social simulation provides a valuable methodology for predicting social information diffusion, yet existing approaches face two primary limitations. Traditional agent models often rely on rigid behavioral rules and lack semantic…

Computers and Society · Computer Science 2025-10-21 Xinyi Li , Zhiqiang Guo , Qinglang Guo , Hao Jin , Weizhi Ma , Min Zhang

This paper pioneers a novel approach to economic and public policy analysis by leveraging multiple Large Language Models (LLMs) as heterogeneous artificial economic agents. We first evaluate five LLMs' economic decision-making capabilities…

Artificial Intelligence · Computer Science 2025-02-25 Yuzhi Hao , Danyang Xie

This paper proposes a methodology to empirically validate an agent-based model (ABM) that generates artificial financial time series data comparable with real-world financial data. The approach is based on comparing the results of the ABM…

Computational Finance · Quantitative Finance 2022-06-22 Luis Goncalves de Faria

Edge computing breaks with traditional autoscaling due to strict resource constraints, thus, motivating more flexible scaling behaviors using multiple elasticity dimensions. This work introduces an agent-based autoscaling framework that…

Artificial Intelligence · Computer Science 2026-01-13 Boris Sedlak , Alireza Furutanpey , Zihang Wang , Víctor Casamayor Pujol , Schahram Dustdar

We show how a multi-agent simulator can support two important but distinct methods for assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Our solution is important because each method offers strengths…

Trading and Market Microstructure · Quantitative Finance 2019-07-01 Tucker Hybinette Balch , Mahmoud Mahfouz , Joshua Lockhart , Maria Hybinette , David Byrd

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

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

Agent-based modeling and simulation has evolved as a powerful tool for modeling complex systems, offering insights into emergent behaviors and interactions among diverse agents. Integrating large language models into agent-based modeling…

Artificial Intelligence · Computer Science 2023-12-20 Chen Gao , Xiaochong Lan , Nian Li , Yuan Yuan , Jingtao Ding , Zhilun Zhou , Fengli Xu , Yong Li

We present a macroeconomic agent-based model that combines several mechanisms operating at the same timescale, while remaining mathematically tractable. It comprises enterprises and workers who compete in a job market and a commodity goods…

General Finance · Quantitative Finance 2012-11-26 Cornelia Metzig , Mirta Gordon

Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experiments on our web-based prediction market platform which…

Trading and Market Microstructure · Quantitative Finance 2010-02-05 Jie-Jun Tseng , Chih-Hao Lin , Chih-Ting Lin , Sun-Chong Wang , Sai-Ping Li

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

Large language model (LLM)-based agents are increasingly expected to negotiate, coordinate, and transact autonomously, yet existing benchmarks lack principled settings for evaluating language-mediated economic interaction among multiple…

Artificial Intelligence · Computer Science 2026-02-06 Xianyang Liu , Shangding Gu , Dawn Song
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