Related papers: Scalable Agent-Based Modeling for Complex Financia…
The development of artificial intelligence systems is transitioning from creating static, task-specific models to dynamic, agent-based systems capable of performing well in a wide range of applications. We propose an Interactive Agent…
Financial trading is a crucial component of the markets, informed by a multimodal information landscape encompassing news, prices, and Kline charts, and encompasses diverse tasks such as quantitative trading and high-frequency trading with…
A population of committees of agents that learn by using neural networks is implemented to simulate the stock market. Each committee of agents, which is regarded as a player in a game, is optimised by continually adapting the architecture…
Formal modelling of Multi-Agent Systems (MAS) is a challenging task due to high complexity, interaction, parallelism and continuous change of roles and organisation between agents. In this paper we record our research experience on formal…
Testing conversational AI systems at scale across diverse domains necessitates realistic and diverse user interactions capturing a wide array of behavioral patterns. We present a novel multi-agent framework for realistic, explainable human…
Simulations of artificial stock markets were considered as early as 1964 and multi-agent ones were introduced as early as 1989. Starting the early 90's, collaborations of economists and physicists produced increasingly realistic simulation…
In the past, financial stock markets have been studied with previous generations of multi-agent systems (MAS) that relied on zero-intelligence agents, and often the necessity to implement so-called noise traders to sub-optimally emulate…
Von Neuman's work on universal machines and the hardware development have allowed the simulation of dynamical systems through a large set of interacting agents. This is a bottom-up approach which tries to derive global properties of a…
Current validation methods often rely on recorded data and basic functional checks, which may not be sufficient to encompass the scenarios an autonomous vehicle might encounter. In addition, there is a growing need for complex scenarios…
Agent-based modeling (ABM) has emerged as a powerful tool in social policy-making and socio-economics, offering a flexible and dynamic approach to understanding and simulating complex systems. While traditional analytic methods may be less…
This article proposes a methodology to model and simulate complex systems, based on IRM4MLS, a generic agent-based meta-model able to deal with multi-level systems. This methodology permits the engineering of dynamic multi-level agent-based…
Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…
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…
The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some…
One of the key challenges for multi-agent learning is scalability. In this paper, we introduce a technique for speeding up multi-agent learning by exploiting concurrent and incremental experience sharing. This solution adaptively identifies…
We present a new financial framework where two families of RL-based agents representing the Liquidity Providers and Liquidity Takers learn simultaneously to satisfy their objective. Thanks to a parametrized reward formulation and the use of…
We study multi-type housing markets, where there are $p\ge 2$ types of items, each agent is initially endowed one item of each type, and the goal is to design mechanisms without monetary transfer to (re)allocate items to the agents based on…
This paper studies the trading volumes and wealth distribution of a novel agent-based model of an artificial financial market. In this model, heterogeneous agents, behaving according to the Von Neumann and Morgenstern utility theory, may…
Agent based distributed manufacturing control and scheduling systems are subsets of new manufacturing systems. Multi agent systems (MAS) not only drive design and engineering control solutions but also influence flexibility, agility, and…
Training and education in human-centered fields require authentic practice, yet realistic simulations of human behavior have remained limited. We present a multi-agent psychological simulation system that models internal cognitive-affective…