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We consider a financial market model which consists of a financial asset and a large number of interacting agents classified into many types. Different types of agents are heterogeneous in their price expectations. Each agent can change its…

Probability · Mathematics 2008-12-02 Biao Wu

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

This paper presents a simple agent-based model of an economic system, populated by agents playing different games according to their different view about social cohesion and tax payment. After a first set of simulations, correctly…

General Finance · Quantitative Finance 2018-09-24 L. S. Di Mauro , A. Pluchino , A. E. Biondo

Learning and adaptation play great role in emergent socio-economic phenomena. Complex dynamics has been previously found in the systems of multiple learning agents interacting via a simple game. Meanwhile, the single agent adaptation is…

Physics and Society · Physics 2020-05-18 Arkady Zgonnikov , Ihor Lubashevsky

Infants are experts at playing, with an amazing ability to generate novel structured behaviors in unstructured environments that lack clear extrinsic reward signals. We seek to mathematically formalize these abilities using a neural network…

Machine Learning · Computer Science 2018-11-01 Nick Haber , Damian Mrowca , Li Fei-Fei , Daniel L. K. Yamins

With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…

Theoretical Economics · Economics 2026-03-03 Huan Cai , Ziqing Lu , Catherine Xu , Weiyu Xu , Jie Zheng

We present a simple dynamical model for describing trading interactions between agents in a social network by considering only two dynamical variables, namely money and goods or services, that are assumed conserved over the whole time span…

Physics and Society · Physics 2017-02-01 Rafael A. Barrio , Tzipe Govezensky , Élfego Ruiz-Gutiérrez , Kimmo K. Kaski

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

General Economics · Economics 2021-07-09 Patrick Reinwald , Stephan Leitner , Friederike Wall

Recent work has considered theoretical models for the behavior of agents with specific behavioral biases: rather than making decisions that optimize a given payoff function, the agent behaves inefficiently because its decisions suffer from…

Computer Science and Game Theory · Computer Science 2017-06-06 Jon Kleinberg , Sigal Oren , Manish Raghavan

Learning from demonstrations has gained increasing interest in the recent past, enabling an agent to learn how to make decisions by observing an experienced teacher. While many approaches have been proposed to solve this problem, there is…

Machine Learning · Computer Science 2017-02-28 Jürgen Hahn , Abdelhak M. Zoubir

This exercise proposes a learning mechanism to model economic agent's decision-making process using an actor-critic structure in the literature of artificial intelligence. It is motivated by the psychology literature of learning through…

Theoretical Economics · Economics 2022-02-21 Rui , Shi

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

Agent-based modeling (ABM) has emerged as a powerful tool in social policy-making and socio-economics, offering a flexible and dynamic approach to understanding and simulating complex systems. While traditional analytic methods may be less…

Multiagent Systems · Computer Science 2025-04-03 Shayan Firouzian Haji

Group behavior has received much attention as a test case of self-organization. There has been much written in recent years to investigate interactions within groups of agents. These agents can be animals moving in an interactive way, such…

Physics and Society · Physics 2011-03-14 Max D. Steel

Neural nets are powerful function approximators, but the behavior of a given neural net, once trained, cannot be easily modified. We wish, however, for people to be able to influence neural agents' actions despite the agents never training…

Machine Learning · Computer Science 2022-02-01 Mycal Tucker , William Kuhl , Khizer Shahid , Seth Karten , Katia Sycara , Julie Shah

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an…

Artificial Intelligence · Computer Science 2017-01-08 W. P. Birmingham , E. H. Durfee , S. Park

Human interactions are influenced by emotions, temperament, and affection, often conflicting with individuals' underlying preferences. Without explicit knowledge of those preferences, judging whether behaviour is appropriate becomes…

Computer Science and Game Theory · Computer Science 2025-11-05 Victor Villin , Christos Dimitrakakis

A very timely issue for economic agent-based models (ABMs) is their empirical estimation. This paper describes a line of research that could resolve the issue by using machine learning techniques, using multi-layer artificial neural…

Economics · Quantitative Finance 2017-06-21 Sander van der Hoog

Extensive work has been conducted both in game theory and logic to model strategic interaction. An important question is whether we can use these theories to design agents for interacting with people? On the one hand, they provide a formal…

Artificial Intelligence · Computer Science 2016-06-27 Sarit Kraus
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