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Related papers: Heterogeneous Agents in the Data Economy

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We present ABIDES-Economist, an agent-based simulator for economic systems that includes heterogeneous households, firms, a central bank, and a government. Agent behavior can be defined using domain-specific behavioral rules or learned…

Multiagent Systems · Computer Science 2025-08-14 Kshama Dwarakanath , Tucker Balch , Svitlana Vyetrenko

AI agents are increasingly transacting on behalf of users -- delegating tasks, spending budgets, and negotiating with unfamiliar counterparties. Unlike human marketplaces, which operate under institutional designs refined over centuries,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-29 Xuan Liu , Haoyang Shang , Haojian Jin

We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum size. Importantly, it leaves unrestricted the dependence,…

Econometrics · Economics 2021-02-11 Levon Barseghyan , Maura Coughlin , Francesca Molinari , Joshua C. Teitelbaum

Nowadays, E-commerce is increasingly integrated into our daily lives. Meanwhile, shopping process has also changed incrementally from one behavior (purchase) to multiple behaviors (such as view, carting and purchase). Therefore, utilizing…

Information Retrieval · Computer Science 2021-09-23 Daqing Wu , Xiao Luo , Zeyu Ma , Chong Chen , Minghua Deng , Jinwen Ma

Open data, as an essential element in the sustainable development of the digital economy, is highly valued by many relevant sectors in the implementation process. However, most studies suppose that there are only data providers and users in…

Computer Science and Game Theory · Computer Science 2025-11-25 Qin Li , Bin Pi , Minyu Feng , Jürgen Kurths

This paper explores the utility of agent-based simulations in realistically modelling market structures and sheds light on the nuances of optimal dealer strategies. It underscores the contrast between conclusions drawn from probabilistic…

Trading and Market Microstructure · Quantitative Finance 2023-12-12 Wladimir Ostrovsky

The proliferation of deep learning techniques led to a wide range of advanced analytics applications in important business areas such as predictive maintenance or product recommendation. However, as the effectiveness of advanced analytics…

Machine Learning · Computer Science 2022-12-07 Peter Kowalczyk , Giacomo Welsch , Frédéric Thiesse

We study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough.…

Trading and Market Microstructure · Quantitative Finance 2010-04-29 Fabio Caccioli , Matteo Marsili

The emergence of Large Language Models has fundamentally transformed the capabilities of AI agents, enabling a new class of autonomous agents capable of interacting with their environment through dynamic code generation and execution. These…

Computers and Society · Computer Science 2025-01-27 Jordi Montes Sanabria , Pol Alvarez Vecino

Social storage systems are becoming increasingly popular compared to the existing data backup systems like local, centralized and P2P systems. An endogenously built symmetric social storage model and its aspects like the utility of each…

Multiagent Systems · Computer Science 2017-11-29 Harshit Jain , Guduru Sai Teja , Pramod Mane , Kapil Ahuja , Nagarajan Krishnamurthy

We present a multi-agent, AI-driven framework for fundamental investing that integrates macro indicators, industry-level and firm-specific information to construct optimized equity portfolios. The architecture comprises: (i) a Macro agent…

Portfolio Management · Quantitative Finance 2025-10-27 Chujun He , Zhonghao Huang , Xiangguo Li , Ye Luo , Kewei Ma , Yuxuan Xiong , Xiaowei Zhang , Mingyang Zhao

We introduce a statistical agent based model to describe the phenomenon of drug abuse and its dynamical evolution at the individual and global level. The agents are heterogeneous with respect to their intrinsic inclination to drugs, to…

Physics and Society · Physics 2012-08-03 Riccardo Di Clemente , Luciano Pietronero

User profiling has long been an important problem that investigates user interests in many real applications. Some recent works regard users and their interacted objects as entities of a graph and turn the problem into a node classification…

Information Retrieval · Computer Science 2021-10-15 Qilong Yan , Yufeng Zhang , Qiang Liu , Shu Wu , Liang Wang

The hidden-action model captures a fundamental problem of principal-agent theory and provides an optimal sharing rule when only the outcome but not the effort can be observed. However, the hidden-action model builds on various explicit and…

General Economics · Economics 2020-04-15 Stephan Leitner , Friederike Wall

Transformer has significantly propelled the development of artificial intelligence, and certainly the development of agents as well. We categorize attention structures of Transformer into two types based on the source of the input…

Computer Vision and Pattern Recognition · Computer Science 2026-05-28 Yongjin Cui , Xiaohui Fan , Huajun Chen

A characteristic feature of complex systems in general is a tight coupling between their constituent parts. In complex socio-economic systems this kind of behavior leads to self-organization, which may be both desirable (e.g. social…

Statistical Finance · Quantitative Finance 2017-03-29 Aleksejus Kononovicius , Vygintas Gontis

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

Database analytics algorithms leverage quantifiable structural properties of the data to predict interesting concepts and relationships. The same information, however, can be represented using many different structures and the structural…

Databases · Computer Science 2014-09-10 Yodsawalai Chodpathumwan , Jose Picado , Arash Termehchy , Alan Fern , Yizhou Sun

Different voters behave differently, different governments make different decisions, or different organizations are ruled differently. Many research questions important to political scientists concern choice behavior, which involves dealing…

Methodology · Statistics 2020-11-06 Gerhard Tutz , Ingrid Mauerer

The field of AI is undergoing a fundamental transition from generative models that can produce synthetic content to artificial agents that can plan and execute complex tasks with only limited human involvement. Companies that pioneered the…

Artificial Intelligence · Computer Science 2025-02-12 Noam Kolt