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Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…

Statistical Finance · Quantitative Finance 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

Agent-based modeling is a computational dynamic modeling technique that may be less familiar to some readers. Agent-based modeling seeks to understand the behaviour of complex systems by situating agents in an environment and studying the…

Multiagent Systems · Computer Science 2023-04-19 G. Wade McDonald , Nathaniel D. Osgood

A complex system is made up of many components with many interactions. So the design of systems such as simulation systems, cooperative systems or assistance systems includes a very accurate modelling of interactional and communicational…

Multiagent Systems · Computer Science 2012-01-19 Alain-Jérôme Fougères

Many complex systems can be modeled as multiagent systems in which the constituent entities (agents) interact with each other. The global dynamics of such a system is determined by the nature of the local interactions among the agents.…

Multiagent Systems · Computer Science 2011-11-10 Reinhard Laubenbacher , Abdul S. Jarrah , Henning Mortveit , S. S. Ravi

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be…

Robotics · Computer Science 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

This article proposes a methodology to model and simulate complex systems, based on IRM4MLS, a generic agent-based meta-model able to deal with multi-level systems. This methodology permits the engineering of dynamic multi-level agent-based…

Multiagent Systems · Computer Science 2013-11-21 Jean-Baptiste Soyez , Gildas Morvan , Daniel Dupont , Rochdi Merzouki

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

Despite the extensive use of the agent technology in the Supply Chain Management field, its integration with Advanced Planning and Scheduling (APS) tools still represents a promising field with several open research questions. Specifically,…

Multiagent Systems · Computer Science 2011-07-19 Luis Antonio de Santa-Eulalia , Sophie D'Amours , Jean-Marc Frayret

Agent-based modelling is a powerful tool when simulating human systems, yet when human behaviour cannot be described by simple rules or maximising one's own profit, we quickly reach the limits of this methodology. Machine learning has the…

Multiagent Systems · Computer Science 2022-01-21 Georg Jäger , Daniel Reisinger

Large collections of coupled, heterogeneous agents can manifest complex dynamical behavior presenting difficulties for simulation and analysis. However, if the collective dynamics lie on a low-dimensional manifold then the original…

Adaptation and Self-Organizing Systems · Physics 2021-08-11 Thomas N. Thiem , Felix P. Kemeth , Tom Bertalan , Carlo R. Laing , Ioannis G. Kevrekidis

The article is devoted to the issues of using discrete simulation models for modeling some basic technological processes. In the scientific work, models in the form of multi-agent systems have been investigated, which allow us to consider a…

Multiagent Systems · Computer Science 2021-09-28 Sergey Petrovich Bobkov , Irina Aleksandrovna Astrakhantseva

The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such…

Dynamical Systems · Mathematics 2022-01-31 Jan-Hendrik Niemann , Stefan Klus , Christof Schütte

Agent-based modeling and network science have been used extensively to advance our understanding of emergent collective behavior in systems that are composed of a large number of simple interacting individuals or agents. With the increasing…

Multiagent Systems · Computer Science 2019-03-14 Marcos Cardinot , Colm O'Riordan , Josephine Griffith , Matjaž Perc

The study of system complexity primarily has two objectives: to explore underlying patterns and to develop theoretical explanations. Pattern exploration seeks to clarify the mechanisms behind the emergence of system complexity, while…

Multiagent Systems · Computer Science 2026-02-18 Xiao Xue , Deyu Zhou , Ming Zhang , Xiangning Yu , Fei-Yue Wang

Modelling and computational methods have been essential in advancing quantitative science, especially in the past two decades with the availability of vast amount of complex, voluminous, and heterogeneous data. In particular, there has been…

Multiagent Systems · Computer Science 2020-07-09 Affan Shoukat , Seyed M. Moghadas

This article outlines a method for automatically generating models of dynamic decision-making that both have strong predictive power and are interpretable in human terms. This is useful for designing empirically grounded agent-based…

Machine Learning · Statistics 2016-11-17 John J. Nay , Jonathan M. Gilligan

Intelligent agents such as robots are increasingly deployed in real-world, safety-critical settings. It is vital that these agents are able to explain the reasoning behind their decisions to human counterparts; however, their behavior is…

Machine Learning · Computer Science 2023-12-01 Xijia Zhang , Yue Guo , Simon Stepputtis , Katia Sycara , Joseph Campbell

Agent-based modeling and simulation tools provide a mature platform for development of complex simulations. They however, have not been applied much in the domain of mainstream modeling and simulation of computer networks. In this article,…

Networking and Internet Architecture · Computer Science 2017-08-07 Muaz A. Niazi , Amir Hussain

The rapidly growing field of network analytics requires data sets for use in evaluation. Real world data often lack truth and simulated data lack narrative fidelity or statistical generality. This paper presents a novel, mixed-membership,…

Social and Information Networks · Computer Science 2013-09-09 Garrett Bernstein , Kyle O'Brien

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
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