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We explore the potential of Large Language Models (LLMs) to replicate human behavior in economic market experiments. Compared to previous studies, we focus on dynamic feedback between LLM agents: the decisions of each LLM impact the market…

General Economics · Economics 2025-05-13 R. Maria del Rio-Chanona , Marco Pangallo , Cars Hommes

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

Accurately simulating human opinion dynamics is crucial for understanding a variety of societal phenomena, including polarization and the spread of misinformation. However, the agent-based models (ABMs) commonly used for such simulations…

Large language models (LLMs) are increasingly used to simulate human decision-making, but their intrinsic biases often diverge from real human behavior--limiting their ability to reflect population-level diversity. We address this challenge…

Computer Science and Game Theory · Computer Science 2025-08-27 Ayato Kitadai , Yusuke Fukasawa , Nariaki Nishino

The emergence of Large Language Models (LLMs), has opened exciting possibilities for constructing computational simulations designed to replicate human behavior accurately. Current research suggests that LLM-based agents become increasingly…

Computation and Language · Computer Science 2024-12-18 Amir Taubenfeld , Yaniv Dover , Roi Reichart , Ariel Goldstein

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

This study presents an innovative approach to urban mobility simulation by integrating a Large Language Model (LLM) with Agent-Based Modeling (ABM). Unlike traditional rule-based ABM, the proposed framework leverages LLM to enhance agent…

Multiagent Systems · Computer Science 2025-07-04 Yu-Lun Song , Chung-En Tsern , Che-Cheng Wu , Yu-Ming Chang , Syuan-Bo Huang , Wei-Chu Chen , Michael Chia-Liang Lin , Yu-Ta Lin

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…

Multiagent Systems · Computer Science 2007-05-23 Gilles Daniel , Lev Muchnik , Sorin Solomon

Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…

Multiagent Systems · Computer Science 2025-11-18 Jun Sashihara , Yukihisa Fujita , Kota Nakamura , Masahiro Kuwahara , Teruaki Hayashi

Agent-based modeling has been around for decades, and applied widely across the social and natural sciences. The scope of this research method is now poised to grow dramatically as it absorbs the new affordances provided by Large Language…

In this study, we propose LLM agents as a novel approach in behavioral strategy research, complementing simulations and laboratory experiments to advance our understanding of cognitive processes in decision-making. Specifically, we…

General Economics · Economics 2024-10-10 Daniel Albert , Stephan Billinger

With the recent development of natural language generation models - termed as large language models (LLMs) - a potential use case has opened up to improve the way that humans interact with robot assistants. These LLMs should be able to…

Multiagent Systems · Computer Science 2024-11-27 Mitchell Rosser , Marc. G Carmichael

Modeling realistic human behaviour to understand people's mode choices in order to propose personalised mobility solutions remains challenging. This paper presents an architecture for modeling realistic human mobility behavior in complex…

Multiagent Systems · Computer Science 2025-10-23 Trung-Dung Vu , Benoit Gaudou , Kamaldeep Singh Oberoi

This paper presents a Multi Agent Bitcoin Trading system that utilizes Large Language Models (LLMs) for alpha generation and portfolio management in the cryptocurrencies market. Unlike equities, cryptocurrencies exhibit extreme volatility…

Portfolio Management · Quantitative Finance 2025-11-17 Aadi Singhi

This paper presents a realistic simulated stock market where large language models (LLMs) act as heterogeneous competing trading agents. The open-source framework incorporates a persistent order book with market and limit orders, partial…

Computational Finance · Quantitative Finance 2025-04-16 Alejandro Lopez-Lira

Can AI Agents simulate real-world trading environments to investigate the impact of external factors on stock trading activities (e.g., macroeconomics, policy changes, company fundamentals, and global events)? These factors, which…

Trading and Market Microstructure · Quantitative Finance 2024-09-24 Chong Zhang , Xinyi Liu , Zhongmou Zhang , Mingyu Jin , Lingyao Li , Zhenting Wang , Wenyue Hua , Dong Shu , Suiyuan Zhu , Xiaobo Jin , Sujian Li , Mengnan Du , Yongfeng Zhang

Large Language Models (LLMs) have the potential to fundamentally change the way people engage in computer programming. Agent-based modeling (ABM) has become ubiquitous in natural and social sciences and education, yet no prior studies have…

Human-Computer Interaction · Computer Science 2024-02-02 John Chen , Xi Lu , Michael Rejtig , David Du , Ruth Bagley , Michael S. Horn , Uri J. Wilensky

We study how AI agents form expectations and trade in experimental asset markets. Using a simulated open-call auction populated by autonomous Large Language Model (LLM) agents, we document three main findings. First, AI agents exhibit…

General Economics · Economics 2026-04-21 Shumiao Ouyang , Pengfei Sui

With the rapid advancement of Large Language Models (LLMs), recent studies have drawn attention to their potential for handling not only simple question-answer tasks but also more complex conversational abilities and performing human-like…

Artificial Intelligence · Computer Science 2025-11-25 Mingyu Jeon , Jaeyoung Suh , Suwan Cho , Dohyeon Kim

Agent-based modeling approaches represent the state-of-art in modeling travel demand and transportation system dynamics and are valuable tools for transportation planning. However, established agent-based approaches in transportation rely…

Multiagent Systems · Computer Science 2025-04-01 Tianming Liu , Jirong Yang , Yafeng Yin