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In diffusion social learning over weakly-connected graphs, it has been shown recently that influential agents shape the beliefs of non-influential agents. This paper analyzes this mechanism more closely and addresses two main questions.…

Multiagent Systems · Computer Science 2018-11-07 Hawraa Salami , Bicheng Ying , Ali H. Sayed

In this paper we discuss a scaling approach to business fluctuations. Our starting point consists in recognizing that concepts and methods derived from physics have allowed economists to (re)discover a set of stylized facts which have to be…

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

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

We consider an unsupervised classifying agent that evolves by enforcing self-consistency of its labels under continual exposure to a data-generating environment. Because the agent's predictions feed back into its own regularized updates,…

Disordered Systems and Neural Networks · Physics 2025-09-30 Sebastiano Ariosto , Jerome Garnier-Brun , Luca Saglietti , Davide Straziota

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

Artificial agents capable of understanding and aligning with others' intentions are essential for safe and socially robust artificial intelligence. We introduce a computational framework for empathy in active inference agents, grounded in…

Agent-based models, particularly those applied to financial markets, demonstrate the ability to produce realistic, simulated system dynamics, comparable to those observed in empirical investigations. Despite this, they remain fairly…

Computational Finance · Quantitative Finance 2017-03-24 Donovan Platt , Tim Gebbie

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

Consensus formation is investigated for multi-agent systems in which agents' beliefs are both vague and uncertain. Vagueness is represented by a third truth state meaning \emph{borderline}. This is combined with a probabilistic model of…

Multiagent Systems · Computer Science 2018-01-15 Michael Crosscombe , Jonathan Lawry

Motivated by empirical research on bias and opinion formation, we formulate a multidimensional nonlinear opinion-dynamical model where agents have individual biases, which are fixed, as well as opinions, which evolve. The dimensions…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Luka Baković , David Ohlin , Giacomo Como , Emma Tegling

In a series of precedent papers, we have presented a comprehensive methodology, termed Field Economics, for translating a standard economic model into a statistical field-formalism framework. This formalism requires a large number of…

Physics and Society · Physics 2024-05-20 Pierre Gosselin , Aïleen Lotz

We present an opinion dynamics model framework discarding two common assumptions in the literature: (a) that there is direct influence between beliefs of neighbouring agents, and (b) that agent belief is static in the absence of social…

Physics and Society · Physics 2023-05-17 Benedikt V. Meylahn , Christa Searle

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

Finding features that disentangle the different causes of variation in real data is a difficult task, that has nonetheless received considerable attention in static domains like natural images. Interactive environments, in which an agent…

Machine Learning · Computer Science 2017-03-23 Emmanuel Bengio , Valentin Thomas , Joelle Pineau , Doina Precup , Yoshua Bengio

Seamlessly interacting with humans or robots is hard because these agents are non-stationary. They update their policy in response to the ego agent's behavior, and the ego agent must anticipate these changes to co-adapt. Inspired by humans,…

Robotics · Computer Science 2020-11-16 Annie Xie , Dylan P. Losey , Ryan Tolsma , Chelsea Finn , Dorsa Sadigh

Exploring complex adaptive financial trading environments through multi-agent based simulation methods presents an innovative approach within the realm of quantitative finance. Despite the dominance of multi-agent reinforcement learning…

Computational Finance · Quantitative Finance 2024-05-07 Alicia Vidler , Toby Walsh

Multi-agent models are a suitable starting point to model complex social interactions. However, as the complexity of the systems increase, we argue that novel modeling approaches are needed that can deal with inter-dependencies at different…

Artificial Intelligence · Computer Science 2022-06-14 Frank Dignum

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

Mathematical Finance · Quantitative Finance 2019-12-13 Philippe Casgrain , Sebastian Jaimungal

In multi-agent systems, the agents may have goals that depend on a social, shared interpretation about the facts occurring in the system. These are the so-called social goals. Artificial institutions provide such a social interpretation by…

Multiagent Systems · Computer Science 2021-05-04 Rafhael R. Cunha , Jomi Fred Hübner , Maiquel de Brito
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