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The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriella Vaglica , Fabrizio Lillo , Esteban Moro , Rosario N. Mantegna

Understanding the intrinsic mechanisms of social platforms is an urgent demand to maintain social stability. The rise of large language models provides significant potential for social network simulations to capture attitude dynamics and…

Physics and Society · Physics 2025-12-16 Yanhui Sun , Wu Liu , Wentao Wang , Hantao Yao , Jiebo Luo , Yongdong Zhang

Understanding how complex societal behaviors emerge from individual cognition and interactions requires both high-fidelity modeling of human behavior and large-scale simulations. Traditional agent-based models (ABMs) have been employed to…

Multiagent Systems · Computer Science 2025-06-17 Haoxiang Guan , Jiyan He , Liyang Fan , Zhenzhen Ren , Shaobin He , Xin Yu , Yuan Chen , Shuxin Zheng , Tie-Yan Liu , Zhen Liu

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…

Machine Learning · Computer Science 2023-11-28 Namid R. Stillman , Rory Baggott , Justin Lyon , Jianfei Zhang , Dingqiu Zhu , Tao Chen , Perukrishnen Vytelingum

For autonomous agents to successfully operate in real world, the ability to anticipate future motions of surrounding entities in the scene can greatly enhance their safety levels since potentially dangerous situations could be avoided in…

Machine Learning · Computer Science 2019-06-04 Yeping Hu , Wei Zhan , Liting Sun , Masayoshi Tomizuka

Understanding human behavior and society is a central focus in social sciences, with the rise of generative social science marking a significant paradigmatic shift. By leveraging bottom-up simulations, it replaces costly and logistically…

Social and Information Networks · Computer Science 2026-04-13 Jinghua Piao , Yuwei Yan , Jun Zhang , Nian Li , Junbo Yan , Xiaochong Lan , Zhihong Lu , Zhiheng Zheng , Jing Yi Wang , Di Zhou , Chen Gao , Fengli Xu , Fang Zhang , Ke Rong , Jun Su , Yong Li

Recent advances in the fields of machine learning and neurofinance have yielded new exciting research perspectives in practical inference of behavioural economy in financial markets and microstructure study. We here present the latest…

General Finance · Quantitative Finance 2019-10-23 J. Lussange , S. Palminteri , S. Bourgeois-Gironde , B. Gutkin

Due to the high value and high failure rates of startups, predicting their success is a critical challenge. Existing approaches typically model startup success from a single decision-maker's perspective, overlooking the collective dynamics…

Artificial Intelligence · Computer Science 2026-05-05 Zhongyang Liu , Haoyu Pei , Xiangyi Xiao , Xiaocong Du , Yihui Li , Suting Hong , Kunpeng Zhang , Haipeng Zhang

High-fidelity social simulation is pivotal for addressing complex Web societal challenges, yet it demands agents capable of authentically replicating the dynamic spectrum of human interaction. Current LLM-based multi-agent frameworks,…

Multiagent Systems · Computer Science 2026-03-27 Weiwei Fang , Lin Li , Kaize Shi , Yu Yang , Jianwei Zhang

This paper presents an architecture for simulating the actions of a norm-aware intelligent agent whose behavior with respect to norm compliance is set, and can later be changed, by a human controller. Updating an agent's behavior mode from…

Logic in Computer Science · Computer Science 2025-02-14 Sean Glaze , Daniela Inclezan

User simulators serve as the critical interactive environment for agent post-training, and an ideal user simulator generalizes across domains and proactively engages in negotiation by challenging or bargaining. However, current methods…

Computation and Language · Computer Science 2026-01-15 Feng Zhang , Shijia Li , Chunmao Zhang , Zhanyu Ma , Jun Xu , Jiuchong Gao , Jinghua Hao , Renqing He , Jingwen Xu , Han Liu

Simulation of population dynamics is a central research theme in computational biology, which contributes to understanding the interactions between predators and preys. Conventional mathematical tools of this theme, however, are incapable…

Multiagent Systems · Computer Science 2020-02-11 Jun Yamada , John Shawe-Taylor , Zafeirios Fountas

Reliable simulation of human behavior is essential for explaining, predicting, and intervening in our society. Recent advances in large language models (LLMs) have shown promise in emulating human behaviors, interactions, and…

Computation and Language · Computer Science 2025-10-27 Ning Bian , Xianpei Han , Hongyu Lin , Baolei Wu , Jun Wang

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

Statistical Finance · Quantitative Finance 2011-10-13 Tomáš Tokár , Denis Horváth , Michal Hnatich

This paper uses the development of multi-agent market models to present a unified approach to the joint questions of how financial market movements may be simulated, predicted, and hedged against. We examine the effect of different market…

Condensed Matter · Physics 2009-10-31 P. Jefferies , M. L. Hart , P. M. Hui , N. F. Johnson

Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary pressure as entire classes of strategies…

Neural and Evolutionary Computing · Computer Science 2019-12-23 David Rushing Dewhurst , Yi Li , Alexander Bogdan , Jasmine Geng

We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive system, where purposeful agents collectively and…

Trading and Market Microstructure · Quantitative Finance 2017-12-05 Dieter Hendricks , Adam Cobb , Richard Everett , Jonathan Downing , Stephen J. Roberts

Individual traffic significantly contributes to climate change and environmental degradation. Therefore, innovation in sustainable mobility is gaining importance as it helps to reduce environmental pollution. However, effects of new ideas…

Multiagent Systems · Computer Science 2021-11-16 Johannes Nguyen , Simon T. Powers , Neil Urquhart , Thomas Farrenkopf , Michael Guckert

Many social sciences such as psychology and economics try to learn the behaviour of complex agents such as humans, organisations and countries. The current statistical methods used for learning this behaviour try to infer generally valid…

Artificial Intelligence · Computer Science 2021-03-08 Benedikt T. Kleppmann

Simulation-to-decision learning enables safe policy training in digital environments without risking real-world deployment, and has become essential in mission-critical domains such as supply chains and industrial systems. However,…

Machine Learning · Computer Science 2026-03-11 Hongyu Cao , Jinghan Zhang , Kunpeng Liu , Dongjie Wang , Feng Xia , Haifeng Chen , Xiaohua Hu , Yanjie Fu