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The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and facilitates the development and backtesting of investment…

Multiagent Systems · Computer Science 2025-10-14 Tianlang He , Fengming Zhu , Keyan Lu , Chang Xu , Yang Liu , Weiqing Liu , Fangzhen Lin , S. -H. Gary Chan , Jiang Bian

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…

Multiagent Systems · Computer Science 2025-04-03 Shayan Firouzian Haji

The global economy is one of today's major challenges, with increasing relevance in recent decades. A frequent observation by policy makers is the lack of tools that help at least to understand, if not predict, economic crises. Currently,…

General Finance · Quantitative Finance 2023-05-16 Martin Jaraiz

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

Nowadays, we are surrounded by a large number of complex phenomena ranging from rumor spreading, social norms formation to rise of new economic trends and disruption of traditional businesses. To deal with such phenomena,Complex Adaptive…

Agent-based models (ABMs) are simulation models used in economics to overcome some of the limitations of traditional frameworks based on general equilibrium assumptions. However, agents within an ABM follow predetermined 'bounded rational'…

Machine Learning · Computer Science 2024-10-23 Simone Brusatin , Tommaso Padoan , Andrea Coletta , Domenico Delli Gatti , Aldo Glielmo

This paper presents a novel Darwinian Agent-Based Modeling (ABM) methodology formacroeconomic forecasting that leverages evolutionary principles to achieve remarkablecomputational efficiency and emergent realism. Unlike conventional DSGE…

General Economics · Economics 2025-07-24 Martin Jaraiz

We present ABIDES-Economist, an agent-based simulator for economic systems that includes heterogeneous households, firms, a central bank, and a government. Agent behavior can be defined using domain-specific behavioral rules or learned…

Multiagent Systems · Computer Science 2025-08-14 Kshama Dwarakanath , Tucker Balch , Svitlana Vyetrenko

We introduce the simulation tool SABCEMM (Simulator for Agent-Based Computational Economic Market Models) for agent-based computational economic market (ABCEM) models. Our simulation tool is implemented in C++ and we can easily run ABCEM…

Computational Finance · Quantitative Finance 2018-10-11 Torsten Trimborn , Philipp Otte , Simon Cramer , Max Beikirch , Emma Pabich , Martin Frank

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.…

Multiagent Systems · Computer Science 2025-10-17 Siddharth Chaturvedi , Ahmed El-Gazzar , Marcel van Gerven

Economic agent-based models (ABMs) are becoming more and more data-driven, establishing themselves as increasingly valuable tools for economic research and policymaking. We propose to classify the extent to which an ABM is data-driven based…

General Economics · Economics 2024-12-24 Marco Pangallo , R. Maria del Rio-Chanona

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

The advent of artificial intelligence has led to a growing emphasis on data-driven modeling in macroeconomics, with agent-based modeling (ABM) emerging as a prominent bottom-up simulation paradigm. In ABM, agents (e.g., households, firms)…

Artificial Intelligence · Computer Science 2024-05-27 Nian Li , Chen Gao , Mingyu Li , Yong Li , Qingmin Liao

The practical utility of agent-based models in decision-making relies on their capacity to accurately replicate populations while seamlessly integrating real-world data streams. Yet, the incorporation of such data poses significant…

Multiagent Systems · Computer Science 2024-04-22 Ayush Chopra , Arnau Quera-Bofarull , Nurullah Giray-Kuru , Michael Wooldridge , Ramesh Raskar

Within the domain of Massively Multiplayer Online (MMO) economy research, Agent-Based Modeling (ABM) has emerged as a robust tool for analyzing game economics, evolving from rule-based agents to decision-making agents enhanced by…

Artificial Intelligence · Computer Science 2025-06-06 Bihan Xu , Shiwei Zhao , Runze Wu , Zhenya Huang , Jiawei Wang , Zhipeng Hu , Kai Wang , Haoyu Liu , Tangjie Lv , Le Li , Changjie Fan , Xin Tong , Jiangze Han

Mechanistic simulators are an indispensable tool for epidemiology to explore the behavior of complex, dynamic infections under varying conditions and navigate uncertain environments. Agent-based models (ABMs) are an increasingly popular…

Agent-Based Modelling (ABM) has emerged as an essential tool for simulating social networks, encompassing diverse phenomena such as information dissemination, influence dynamics, and community formation. However, manually configuring varied…

An agent-based model (ABM) is a computational model in which the local interactions of autonomous agents with each other and with their environment give rise to global properties within a given domain. As the detail and complexity of these…

Dynamical Systems · Mathematics 2022-12-01 Daniel A. Cruz , Jack Toppen , Eunbi Park , Melissa L. Kemp , Elena S. Dimitrova

Computer simulations offer a robust toolset for exploring complex systems across various disciplines. A particularly impactful approach within this realm is Agent-Based Modeling (ABM), which harnesses the interactions of individual agents…

Artificial Intelligence · Computer Science 2023-12-19 Zengqing Wu , Run Peng , Xu Han , Shuyuan Zheng , Yixin Zhang , Chuan Xiao

Agent based modelling (ABM) is a computational approach to modelling complex systems by specifying the behaviour of autonomous decision-making components or agents in the system and allowing the system dynamics to emerge from their…

Artificial Intelligence · Computer Science 2023-05-22 Leo Ardon , Jared Vann , Deepeka Garg , Tom Spooner , Sumitra Ganesh
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