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We present examples of agent-based and stochastic models of competition and business processes in economics and finance. We start from as simple as possible models, which have microscopic, agent-based, versions and macroscopic treatment in…

General Finance · Quantitative Finance 2012-07-31 Aleksejus Kononovicius , Vygintas Gontis , Valentas Daniunas

This chapter aims at reviewing complex networks models and methods that were either developed for or applied to socioeconomic issues, and pertinent to the theme of New Economic Geography. After an introduction to the foundations of the…

Physics and Society · Physics 2015-04-22 Luis M. Varela , Giulia Rotundo , Marcel Ausloos , Jesus Carrete

Traditional notions of production function do not consider the time dimension, appearing thus timeless and instantaneous. We propose an agent-based model accounting for the whole production side of the economy to unfold the production…

General Economics · Economics 2024-05-14 Jack Birner , Marco Mazzoli , Eleonora Priori , Pietro Terna

This paper presents an agent-based model of mobility choice, influenced by human factors such as habits and perception biases. It is implemented in a Netlogo simulator, calibrated from results of an online survey about perceptions of…

Computers and Society · Computer Science 2024-06-05 Carole Adam , Benoit Gaudou

This paper studies the trading volumes and wealth distribution of a novel agent-based model of an artificial financial market. In this model, heterogeneous agents, behaving according to the Von Neumann and Morgenstern utility theory, may…

General Finance · Quantitative Finance 2015-09-09 Pietro DeLellis , Franco Garofalo , Francesco Lo Iudice , Elena Napoletano

Deciphering travel behavior and mode choices is a critical aspect of effective urban transportation system management, particularly in developing countries where unique socio-economic and cultural conditions complicate decision-making.…

Multiagent Systems · Computer Science 2024-05-01 Kathleen Salazar-Serna , Lorena Cadavid , Carlos Franco

We investigate knowledge exchange among commercial organisations, the rationale behind it and its effects on the market. Knowledge exchange is known to be beneficial for industry, but in order to explain it, authors have used high level…

Multiagent Systems · Computer Science 2007-05-23 Maria Chli , Philippe De Wilde

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

While the use of spatial agent-based and individual-based models has flourished across many scientific disciplines, the complexities these models generate are often difficult to manage and quantify. This research reduces population-driven,…

Physics and Society · Physics 2021-08-24 John C. Stevenson

Individual traffic significantly contributes to climate change and environmental degradation. Therefore, innovation in sustainable mobility is gaining importance as it helps to reduce environmental pollution. However, effects of new ideas…

Multiagent Systems · Computer Science 2021-11-16 Johannes Nguyen , Simon T. Powers , Neil Urquhart , Thomas Farrenkopf , Michael Guckert

We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Change of their wealth depends, linearly on…

General Finance · Quantitative Finance 2009-07-28 Urna Basu , P. K. Mohanty

We study the behaviour of a Schelling-class system in which a fraction $f$ of spatially-fixed switching agents is introduced. This new model allows for multiple interpretations, including: (i) random, non-preferential allocation…

Statistical Mechanics · Physics 2014-04-02 Aurélien Hazan , Julien Randon-Furling

The purpose of this paper is to present a new approach to ecological model calibration -- an agent-based software. This agent works on three stages: 1- It builds a matrix that synthesizes the inter-variable relationships; 2- It analyses the…

Artificial Intelligence · Computer Science 2008-09-11 Antonio Pereira , Pedro Duarte , Luis Paulo Reis

Looks at state interactions from an agent based AI perspective to see state interactions as an example of emergent intelligent behavior. Exposes basic principles of game theory.

Artificial Intelligence · Computer Science 2008-09-03 Eric Engle

In this paper, we analyze the behavior of a multi-agent system driven by the interactions of agents within a competitive environment. To achieve this, we describe the transition probabilities that underlie the system's stochastic nature. We…

Multiagent Systems · Computer Science 2024-12-23 Mohammad Daneshvar , Mandana Delavari

We study a dynamical Ising model of agents' opinions (buy or sell) with coupling coefficients reassessed continuously in time according to how past external news (magnetic field) have explained realized market returns. By combining herding,…

Physics and Society · Physics 2008-12-02 Wei-Xing Zhou , Didier Sornette

Advances in computing power and data availability have led to growing sophistication in mechanistic mathematical models of social dynamics. Increasingly these models are used to inform real-world policy decision-making, often with…

A model of interacting agents, following plausible behavioral rules into a world where the Covid-19 epidemic is affecting the actions of everyone. The model works with (i) infected agents categorized as symptomatic or asymptomatic and (ii)…

Multiagent Systems · Computer Science 2021-08-23 Gianpiero Pescarmona , Pietro Terna , Alberto Acquadro , Paolo Pescarmona , Giuseppe Russo , Emilio Sulis , Stefano Terna

We study ghetto formation in a population with natives and immigrants in the framework of the two-dimensional Ising-model with Kawasaki-exchange dynamics. It is the phase structure of the Ising model, the integration speed and the…

Condensed Matter · Physics 2009-11-07 Hildegard Meyer-Ortmanns

Agent-based models have emerged as a promising paradigm for addressing ever increasing complexity of information systems. In its initial days in the 1990s when object-oriented modeling was at its peak, an agent was treated as a special kind…

Artificial Intelligence · Computer Science 2021-12-13 Srinath Srinivasa , Jayati Deshmukh
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