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Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…

Econometrics · Economics 2024-02-20 Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian Schmon

Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective…

Statistical Mechanics · Physics 2008-12-02 Didier Sornette , Wei-Xing Zhou

User simulation is an emerging interdisciplinary topic with multiple critical applications in the era of Generative AI. It involves creating an intelligent agent that mimics the actions of a human user interacting with an AI system,…

Artificial Intelligence · Computer Science 2026-04-22 Krisztian Balog , ChengXiang Zhai

Traditional agent-based models (ABMs) of opinion dynamics often fail to capture the psychological heterogeneity driving online polarization due to simplistic homogeneity assumptions. This limitation obscures the critical interplay between…

Computation and Language · Computer Science 2025-12-24 Zhixiang Lu , Xueyuan Deng , Yiran Liu , Yulong Li , Qiang Yan , Imran Razzak , Jionglong Su

Problem definition: Accurately modeling consumer behavior in energy operations is challenging due to uncertainty, behavioral heterogeneity, and limited empirical data-particularly in low-frequency, high-impact events. While generative AI…

Artificial Intelligence · Computer Science 2026-03-03 Cong Chen , Omer Karaduman , Xu Kuang

Collusion in market pricing is a concept associated with human actions to raise market prices through artificially limited supply. Recently, the idea of algorithmic collusion was put forward, where the human action in the pricing process is…

Theoretical Economics · Economics 2025-01-29 Suzie Grondin , Arthur Charpentier , Philipp Ratz

Evaluating multi-turn interactive agents is challenging due to the need for human assessment. Evaluation with simulated users has been introduced as an alternative, however existing approaches typically model generic users and overlook the…

Computation and Language · Computer Science 2026-03-12 Ryan Shea , Yunan Lu , Liang Qiu , Zhou Yu

Multi-agent market simulators usually require careful calibration to emulate real markets, which includes the number and the type of agents. Poorly calibrated simulators can lead to misleading conclusions, potentially causing severe loss…

Trading and Market Microstructure · Quantitative Finance 2022-10-19 Andrea Coletta , Aymeric Moulin , Svitlana Vyetrenko , Tucker Balch

The integration of multiple viewpoints became an increasingly popular approach to deal with agent-based simulations. Despite their disparities, recent approaches successfully manage to run such multi-level simulations. Yet, are they doing…

Multiagent Systems · Computer Science 2017-03-08 Gildas Morvan , Yoann Kubera

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

Social dilemmas are situations where groups of individuals can benefit from mutual cooperation but conflicting interests impede them from doing so. This type of situations resembles many of humanity's most critical challenges, and…

Machine Learning · Computer Science 2023-05-22 Manuel Rios , Nicanor Quijano , Luis Felipe Giraldo

Online information ecosystems are now central to our everyday social interactions. Of the many opportunities and challenges this presents, the capacity for artificial agents to shape individual and collective human decision-making in such…

Populations and Evolution · Quantitative Biology 2023-12-07 Theodor Cimpeanu , Alexander J. Stewart

Leading agent-based trust models address two important needs. First, they show how an agent may estimate the trustworthiness of another agent based on prior interactions. Second, they show how agents may share their knowledge in order to…

Multiagent Systems · Computer Science 2014-01-17 Yonghong Wang , Chung-Wei Hang , Munindar P. Singh

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

We provide simple models for the utility function (or psychology) of an actor trading a multitude of goods for money. In this framework, money has no intrinsic consumption value, but is required as a medium of exchange. A collection of such…

Physics and Society · Physics 2026-05-25 Robert S. Farr

The aim our work is to create virtual humans as intelligent entities, which includes approximate the maximum as possible the virtual agent animation to the natural human behavior. In order to accomplish this task, our agent must be capable…

Multiagent Systems · Computer Science 2010-04-27 F. Cherif , R. Chighoub

In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet…

General Finance · Quantitative Finance 2015-04-09 Jun-Jie Chen , Lei Tan , Bo Zheng

Agent-based social simulation provides a valuable methodology for predicting social information diffusion, yet existing approaches face two primary limitations. Traditional agent models often rely on rigid behavioral rules and lack semantic…

Computers and Society · Computer Science 2025-10-21 Xinyi Li , Zhiqiang Guo , Qinglang Guo , Hao Jin , Weizhi Ma , Min Zhang

In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian…

Data Analysis, Statistics and Probability · Physics 2008-12-10 Giuseppe Garofalo , Alessandro Sansone

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