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Related papers: Data-Driven Economic Agent-Based Models

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The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase…

General Finance · Quantitative Finance 2014-12-30 Stanislao Gualdi , Marco Tarzia , Francesco Zamponi , Jean-Philippe Bouchaud

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 modeling is a computational dynamic modeling technique that may be less familiar to some readers. Agent-based modeling seeks to understand the behaviour of complex systems by situating agents in an environment and studying the…

Multiagent Systems · Computer Science 2023-04-19 G. Wade McDonald , Nathaniel D. Osgood

Agent-based models (ABMs) simulate the formation and evolution of social processes at a fundamental level by decoupling agent behavior from global observations. In the case where ABM networks evolve over time as a result of (or in…

Social and Information Networks · Computer Science 2023-08-11 Karleigh Pine , Joel Klipfel , Jared Bennett , Nathaniel Bade , Christian Manasseh

The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful…

Computational Finance · Quantitative Finance 2018-01-26 J. Lussange , A. Belianin , S. Bourgeois-Gironde , B. Gutkin

Agent-based Models (ABMs) are valuable tools for policy analysis. ABMs help analysts explore the emergent consequences of policy interventions in multi-agent decision-making settings. But the validity of inferences drawn from ABM…

Machine Learning · Computer Science 2020-11-09 Osonde A. Osoba , Raffaele Vardavas , Justin Grana , Rushil Zutshi , Amber Jaycocks

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

Modelling and computational methods have been essential in advancing quantitative science, especially in the past two decades with the availability of vast amount of complex, voluminous, and heterogeneous data. In particular, there has been…

Multiagent Systems · Computer Science 2020-07-09 Affan Shoukat , Seyed M. Moghadas

This article develops the concept of Autonomous Business Models (ABMs) as a distinct managerial and strategic logic in the age of agentic AI. While most firms still operate within human-driven or AI-augmented models, we argue that we are…

Computers and Society · Computer Science 2025-07-08 René Bohnsack , Mickie de Wet

We have used agent-based modeling as our numerical method to artificially simulate a dynamic real economy where agents are rational maximizers of an objective function of Cobb-Douglas type. The economy is characterised by heterogeneous…

Theoretical Economics · Economics 2024-01-17 Subhamon Supantha , Naresh Kumar Sharma

The existence of stylized facts in financial data has been documented in many studies. In the past decade the modeling of financial markets by agent-based computational economic market models has become a frequently used modeling approach.…

General Finance · Quantitative Finance 2019-12-06 Simon Cramer , Torsten Trimborn

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

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

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

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

We propose the use of Agent Based Models (ABMs) inside a reinforcement learning framework in order to better understand the relationship between automated decision making tools, fairness-inspired statistical constraints, and the social…

Computers and Society · Computer Science 2019-03-25 Efrén Cruz Cortés , Debashis Ghosh

In recent years, data science agents powered by Large Language Models (LLMs), known as "data agents," have shown significant potential to transform the traditional data analysis paradigm. This survey provides an overview of the evolution,…

Artificial Intelligence · Computer Science 2025-12-01 Maojun Sun , Ruijian Han , Binyan Jiang , Houduo Qi , Defeng Sun , Yancheng Yuan , Jian Huang

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 models (ABMs) highlight the importance of simulation validation, such as qualitative face validation and quantitative empirical validation. In particular, we focused on quantitative validation by adjusting simulation input…

Artificial Intelligence · Computer Science 2022-03-08 Dongjun Kim , Tae-Sub Yun , Il-Chul Moon , Jang Won Bae

An increasing number of emerging applications, e.g., internet of things, vehicular communications, augmented reality, and the growing complexity due to the interoperability requirements of these systems, lead to the need to change the tools…

Multiagent Systems · Computer Science 2019-01-16 Merim Dzaferagic , M. Majid Butt , Maria Murphy , Nicholas Kaminski , Nicola Marchetti