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Related papers: Data-Driven Economic Agent-Based Models

200 papers

This research investigates liquidity dynamics in fractional ownership markets, focusing on illiquid alternative investments traded on a FinTech platform. By leveraging empirical data and employing agent-based modeling (ABM), the study…

Trading and Market Microstructure · Quantitative Finance 2024-12-05 Lars Fluri , A. Ege Yilmaz , Denis Bieri , Thomas Ankenbrand , Aurelio Perucca

Gaining profound insights from collected data of today's application domains like IoT, cyber-physical systems, health care, or the financial sector is business-critical and can create the next multi-billion dollar market. However, analyzing…

Software Engineering · Computer Science 2017-04-06 Thomas Hartmann , Assaad Moawad , Francois Fouquet , Gregory Nain , Jacques Klein , Yves Le Traon , Jean-Marc Jezequel

The rapid advancement of Large Language Models (LLMs) has driven novel applications across diverse domains, with LLM-based agents emerging as a crucial area of exploration. This survey presents a comprehensive analysis of LLM-based agents…

Artificial Intelligence · Computer Science 2025-11-25 Ke Chen , Peiran Wang , Yaoning Yu , Xianyang Zhan , Haohan Wang

In this work, we reflect on the data-driven modeling paradigm that is gaining ground in AI-driven automation of patient care. We argue that the repurposing of existing real-world patient datasets for machine learning may not always…

Recent advances in large language models, tool-using agents, and financial machine learning are shifting financial automation from isolated prediction tasks to integrated decision systems that can perceive information, reason over…

General Finance · Quantitative Finance 2026-04-23 Hui Gong

The dual crises of the sub-prime mortgage crisis and the global financial crisis has prompted a call for explanations of non-equilibrium market dynamics. Recently a promising approach has been the use of agent based models (ABMs) to…

General Economics · Economics 2018-09-06 Michael S. Harré

We discuss the emerging new opportunity for building feedback-rich computational models of social systems using generative artificial intelligence. Referred to as Generative Agent-Based Models (GABMs), such individual-level models utilize…

Artificial Intelligence · Computer Science 2024-01-15 Navid Ghaffarzadegan , Aritra Majumdar , Ross Williams , Niyousha Hosseinichimeh

Market-based agents refer to reinforcement learning agents which determine their actions based on an internal market of sub-agents. We introduce a new type of market-based algorithm where the state itself is factored into several axes…

Artificial Intelligence · Computer Science 2025-03-11 Abhimanyu Pallavi Sudhir , Long Tran-Thanh

The article is devoted to the issues of using discrete simulation models for modeling some basic technological processes. In the scientific work, models in the form of multi-agent systems have been investigated, which allow us to consider a…

Multiagent Systems · Computer Science 2021-09-28 Sergey Petrovich Bobkov , Irina Aleksandrovna Astrakhantseva

Social media are extensively used in today's world, and facilitate quick and easy sharing of information, which makes them a good way to advertise products. Influencers of a social media network, owing to their massive popularity, provide a…

Artificial Intelligence · Computer Science 2024-05-21 Ronak Doshi , Ajay Ramesh Ranganathan , Shrisha Rao

Multi-attribute classification generalizes classification, presenting new challenges for making accurate predictions and quantifying uncertainty. We build upon recent work and show that architectures for multi-attribute prediction can be…

Computer Vision and Pattern Recognition · Computer Science 2021-08-10 Jacob Kelly , Richard Zemel , Will Grathwohl

We study the benefits of reinforcement learning (RL) environments based on agent-based models (ABM). While ABMs are known to offer microfoundational simulations at the cost of computational complexity, we empirically show in this work that…

Multiagent Systems · Computer Science 2022-05-02 Mohamed Akrout , Amal Feriani , Bob McLeod

Large Language Model (LLM) agents, acting on their users' behalf to manipulate and analyze data, are likely to become the dominant workload for data systems in the future. When working with data, agents employ a high-throughput process of…

Which level of inflation should Central Banks be targeting? We investigate this issue in the context of a simplified Agent Based Model of the economy. Depending on the value of the parameters that describe the behaviour of agents (in…

Economics · Quantitative Finance 2018-03-21 Jean-Philippe Bouchaud , Stanislao Gualdi , Marco Tarzia , Francesco Zamponi

In transportation system demand modeling and simulation, agent-based models and microsimulations are current state-of-the-art approaches. However, existing agent-based models still have some limitations on behavioral realism and resource…

Artificial Intelligence · Computer Science 2025-04-08 Tianming Liu , Jirong Yang , Yafeng Yin

Data-driven science is an emerging paradigm where scientific discoveries depend on the execution of computational AI models against rich, discipline-specific datasets. With modern machine learning frameworks, anyone can develop and execute…

Machine Learning · Computer Science 2022-08-09 Seth Ockerman , John Wu , Christopher Stewart

We propose a two-level information-theoretic framework for characterizing the informational organization of Agent-Based Model (ABM) dynamics within the broader paradigm of Complex Adaptive Systems (CAS). At the macro level, a pooled…

Multiagent Systems · Computer Science 2026-01-13 Roberto Garrone

This article outlines a method for automatically generating models of dynamic decision-making that both have strong predictive power and are interpretable in human terms. This is useful for designing empirically grounded agent-based…

Machine Learning · Statistics 2016-11-17 John J. Nay , Jonathan M. Gilligan

Agent-based modeling is a paradigm of modeling dynamic systems of interacting agents that are individually governed by specified behavioral rules. Training a model of such agents to produce an emergent behavior by specification of the…

Machine Learning · Computer Science 2019-10-11 Karan K. Budhraja , Hang Gao , Tim Oates

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

Multiagent Systems · Computer Science 2007-05-23 Jose M. Vidal , Edmund H. Durfee