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Dynamic models of biochemical networks typically consist of sets of non-linear ordinary differential equations involving states (concentrations or amounts of the components of the network) and parameters describing the reaction kinetics.…

Molecular Networks · Quantitative Biology 2014-03-07 Oana-Teodora Chis , Julio R. Banga , Eva Balsa-Canto

The description of complex systems requires a progressively larger number of parameters. However, in practice, it often happens that a small subset of parameters suffices to describe the dynamics of the system itself: these combinations are…

Agent-based models (ABMs) simulate complex systems by capturing the bottom-up interactions of individual agents comprising the system. Many complex systems of interest, such as epidemics or financial markets, involve thousands or even…

Coupled human-environment systems are increasingly being understood as complex adaptive systems (CAS), in which micro-level interactions between components lead to emergent behavior. Agent-based models (ABMs) hold great promise for…

Applications · Statistics 2026-02-20 Dylan Munson , Arijit Dey , Simon Mak

It is essential for users to understand what their AI systems can and can't do in order to use them safely. However, the problem of enabling users to assess AI systems with sequential decision-making (SDM) capabilities is relatively…

Artificial Intelligence · Computer Science 2023-10-31 Pulkit Verma , Rushang Karia , Siddharth Srivastava

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 modelling (ABMing) is a powerful and intuitive approach to modelling complex systems; however, the intractability of ABMs' likelihood functions and the non-differentiability of the mathematical operations comprising these models…

Multiagent Systems · Computer Science 2023-05-25 Arnau Quera-Bofarull , Ayush Chopra , Anisoara Calinescu , Michael Wooldridge , Joel Dyer

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

Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…

Machine Learning · Statistics 2024-02-20 Amanda Lenzi , Haavard Rue

Today's most troublesome population health challenges are often driven by social and environmental determinants, which are difficult to model using traditional epidemiological methods. We agree with those who have argued for the wider…

Multiagent Systems · Computer Science 2020-02-07 Eric Silverman , Umberto Gostoli , Stefano Picascia , Jonatan Almagor , Mark McCann , Richard Shaw , Claudio Angione

Agent-based models (ABMs) are ubiquitous in research and industry. Currently, simulating ABMs involves at least some imperative (step-by-step) computer instructions. An alternative approach is declarative programming, in which a set of…

Multiagent Systems · Computer Science 2015-04-01 David Bruce Borenstein

Agent-based modelling (ABM) is a facet of wider Multi-Agent Systems (MAS) research that explores the collective behaviour of individual `agents', and the implications that their behaviour and interactions have for wider systemic behaviour.…

Multiagent Systems · Computer Science 2022-10-14 Nick Malleson , Mark Birkin , Daniel Birks , Jiaqi Ge , Alison Heppenstall , Ed Manley , Josie McCulloch , Patricia Ternes

A formal but intuitive framework is introduced to bridge the gap between data obtained from empirical studies and that generated by agent-based models. This is based on three key tenets. Firstly, a simulation can be given multiple formal…

Multiagent Systems · Computer Science 2013-02-21 Chih-Chun Chen

We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We…

Trading and Market Microstructure · Quantitative Finance 2015-06-04 Ribin Lye , James Peng Lung Tan , Siew Ann Cheong

It is not, in general, possible to have access to all variables that determine the behavior of a system. Having identified a number of variables whose values can be accessed, there may still be hidden variables which influence the dynamics…

Neural and Evolutionary Computing · Computer Science 2018-04-30 Rui Ligeiro , R. Vilela Mendes

We explore the application of uncertainty quantification methods to agent-based models (ABMs) using a simple sheep and wolf predator-prey model. This work serves as a tutorial on how techniques like emulation can be powerful tools in this…

Other Statistics · Statistics 2024-09-26 Louise Kimpton , Peter Challenor , James Salter

We develop a method to efficiently construct phase diagrams using machine learning. Uncertainty sampling (US) in active learning is utilized to intensively sample around phase boundaries. Here, we demonstrate constructions of three known…

Materials Science · Physics 2019-03-13 Kei Terayama , Ryo Tamura , Yoshitaro Nose , Hidenori Hiramatsu , Hideo Hosono , Yasushi Okuno , Koji Tsuda

This work introduces a comprehensive approach to assess the sensitivity of model outputs to changes in parameter values, constrained by the combination of prior beliefs and data. This novel approach identifies stiff parameter combinations…

Modelling how shocks propagate in supply chains is an increasingly important challenge in economics. Its relevance has been highlighted in recent years by events such as Covid-19 and the Russian invasion of Ukraine. Agent-based models…

Physics and Society · Physics 2025-11-10 Saad Hamid , José Moran , Luca Mungo , Arnau Quera-Bofarull , Sebastian Towers

Agent-based models (ABMs) are increasingly used in macroeconomics, but their analysis still often relies on ad hoc Monte Carlo campaigns with heterogeneous statistical effort across parameter settings. We show how statistical model checking…

Multiagent Systems · Computer Science 2026-05-12 Stefano Blando , Giorgio Fagiolo , Mauro Napoletano , Tania Treibich , Andrea Vandin