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Agent-based models (ABMs) are increasingly used to study complex economic phenomena such as endogenous growth, but their analysis typically relies on ad-hoc Monte Carlo exercises without formal statistical guarantees. We show how…

Multiagent Systems · Computer Science 2026-04-07 Stefano Blando , Giorgio Fagiolo , Daniele Giachini , Andrea Vandin , Ernest Ivanaj

Agent-based models (ABMs) are increasingly used in macroeconomics, but their analysis still often relies on ad hoc Monte Carlo campaigns with heterogeneous statistical effort across parameter settings. We show how statistical model checking…

Multiagent Systems · Computer Science 2026-05-12 Stefano Blando , Giorgio Fagiolo , Mauro Napoletano , Tania Treibich , Andrea Vandin

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms…

General Economics · Economics 2023-11-09 Andrea Vandin , Daniele Giachini , Francesco Lamperti , Francesca Chiaromonte

In this proof-of-concept work, we evaluate the performance of multiple machine-learning methods as statistical emulators for use in the analysis of agent-based models (ABMs). Analysing ABM outputs can be challenging, as the relationships…

Multiagent Systems · Computer Science 2021-07-27 Claudio Angione , Eric Silverman , Elisabeth Yaneske

Agent-based modeling (ABM) is a well-established paradigm for simulating complex systems via interactions between constituent entities. Machine learning (ML) refers to approaches whereby statistical algorithms 'learn' from data on their…

Quantitative Methods · Quantitative Biology 2022-11-10 Nikita Sivakumar , Cameron Mura , Shayn M. Peirce

Running agent-based models (ABMs) is a burdensome computational task, specially so when considering the flexibility ABMs intrinsically provide. This paper uses a bundle of model configuration parameters along with obtained results from a…

Multiagent Systems · Computer Science 2020-01-14 Bernardo Alves Furtado

The agent-based modeling and simulation (ABMS) paradigm has been used to analyze, reproduce, and predict phenomena related to many application areas. Although there are many agent-based platforms that support simulation development, they…

Artificial Intelligence · Computer Science 2020-06-17 Fernando Santos , Ingrid Nunes , Ana L. C. Bazzan

We present a method of endowing agents in an agent-based model (ABM) with sophisticated cognitive capabilities and a naturally tunable level of intelligence. Often, ABMs use random behavior or greedy algorithms for maximizing objectives…

Artificial Intelligence · Computer Science 2018-07-31 Bryan Head , Uri Wilensky

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

Probabilistic model checking is a technique for formal automated reasoning about software or hardware systems that operate in the context of uncertainty or stochasticity. It builds upon ideas and techniques from a diverse range of fields,…

Logic in Computer Science · Computer Science 2023-08-08 David Parker

Agent Based Modelling (ABM) is a computational framework for simulating the behaviours and interactions of autonomous agents. As Agent Based Models are usually representative of complex systems, obtaining a likelihood function of the model…

Artificial Intelligence · Computer Science 2021-07-09 D. Townsend

This paper proposes a methodology to empirically validate an agent-based model (ABM) that generates artificial financial time series data comparable with real-world financial data. The approach is based on comparing the results of the ABM…

Computational Finance · Quantitative Finance 2022-06-22 Luis Goncalves de Faria

Large Language Models (LLMs) have the potential to fundamentally change the way people engage in computer programming. Agent-based modeling (ABM) has become ubiquitous in natural and social sciences and education, yet no prior studies have…

Human-Computer Interaction · Computer Science 2024-02-02 John Chen , Xi Lu , Michael Rejtig , David Du , Ruth Bagley , Michael S. Horn , Uri J. Wilensky

The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and facilitates the development and backtesting of investment…

Multiagent Systems · Computer Science 2025-10-14 Tianlang He , Fengming Zhu , Keyan Lu , Chang Xu , Yang Liu , Weiqing Liu , Fangzhen Lin , S. -H. Gary Chan , Jiang Bian

Multi-Agent Systems (MAS) are notoriously complex and hard to verify. In fact, it is not trivial to model a MAS, and even when a model is built, it is not always possible to verify, in a formal way, that it is actually behaving as we…

Logic in Computer Science · Computer Science 2023-06-19 Angelo Ferrando , Vadim Malvone

Evaluating large language model (LLM)-based multi-agent systems remains a critical challenge, as these systems must exhibit reliable coordination, transparent decision-making, and verifiable performance across evolving tasks. Existing…

Artificial Intelligence · Computer Science 2026-01-21 YenTing Lee , Keerthi Koneru , Zahra Moslemi , Sheethal Kumar , Ramesh Radhakrishnan

Agent-based models (ABMs) simulate complex systems by capturing the bottom-up interactions of individual agents comprising the system. Many complex systems of interest, such as epidemics or financial markets, involve thousands or even…

Von Neuman's work on universal machines and the hardware development have allowed the simulation of dynamical systems through a large set of interacting agents. This is a bottom-up approach which tries to derive global properties of a…

Graphics · Computer Science 2007-05-23 Gilson A. Giraldi , Luis C. da Costa , Adilson V. Xavier , Paulo S. Rodrigues

This paper presents a comprehensive framework for modeling and verifying multi-agent systems. The paper introduce an Epistemic Process Calculus for multi-agent systems, which formalizes the syntax and semantics to capture the essential…

Formal Languages and Automata Theory · Computer Science 2025-01-31 Qixian Yu , Zining Cao , Zong Hui , Yuan Zhou

An agent-based model (ABM) is a computational model in which the local interactions of autonomous agents with each other and with their environment give rise to global properties within a given domain. As the detail and complexity of these…

Dynamical Systems · Mathematics 2022-12-01 Daniel A. Cruz , Jack Toppen , Eunbi Park , Melissa L. Kemp , Elena S. Dimitrova
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