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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…

统计金融 · 定量金融 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

Formal modelling of Multi-Agent Systems (MAS) is a challenging task due to high complexity, interaction, parallelism and continuous change of roles and organisation between agents. In this paper we record our research experience on formal…

多智能体系统 · 计算机科学 2010-08-20 Petros Kefalas , Ioanna Stamatopoulou

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

多智能体系统 · 计算机科学 2007-05-23 Jose M. Vidal , Edmund H. Durfee

Quantitative finance has had a long tradition of a bottom-up approach to complex systems inference via multi-agent systems (MAS). These statistical tools are based on modelling agents trading via a centralised order book, in order to…

交易与市场微观结构 · 定量金融 2019-10-18 J. Lussange , I. Lazarevich , S. Bourgeois-Gironde , S. Palminteri , B. Gutkin

We apply Agent-Based Modeling and Simulation (ABMS) to investigate a set of problems in a retail context. Specifically, we are working to understand the relationship between human resource management practices and retail productivity.…

神经与进化计算 · 计算机科学 2008-12-18 Peer-Olaf Siebers , Uwe Aickelin , Helen Celia , Christopher Clegg

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…

机器人学 · 计算机科学 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

Multi-agent reinforcement learning (MARL) algorithms often suffer from an exponential sample complexity dependence on the number of agents, a phenomenon known as \emph{the curse of multiagents}. In this paper, we address this challenge by…

机器学习 · 计算机科学 2022-02-01 Weichao Mao , Lin F. Yang , Kaiqing Zhang , Tamer Başar

We consider model-based multi-agent reinforcement learning, where the environment transition model is unknown and can only be learned via expensive interactions with the environment. We propose H-MARL (Hallucinated Multi-Agent Reinforcement…

机器学习 · 计算机科学 2022-07-12 Pier Giuseppe Sessa , Maryam Kamgarpour , Andreas Krause

Multi-agent reinforcement learning (MARL) has witnessed a remarkable surge in interest, fueled by the empirical success achieved in applications of single-agent reinforcement learning (RL). In this study, we consider a distributed…

人工智能 · 计算机科学 2025-07-30 Han-Dong Lim , Donghwan Lee

Several approaches are proposed to deal with the problem of the Automatic Schema Matching (ASM). The challenges and difficulties caused by the complexity and uncertainty characterizing both the process and the outcome of Schema Matching…

人工智能 · 计算机科学 2025-01-09 Hicham Assoudi , Hakim Lounis

Despite the increasing interest in multi-agent reinforcement learning (MARL) in multiple communities, understanding its theoretical foundation has long been recognized as a challenging problem. In this work, we address this problem by…

机器学习 · 计算机科学 2020-12-15 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

Complex phenomena are generally modeled with sophisticated simulators that, depending on their accuracy, can be very demanding in terms of computational resources and simulation time. Their time-consuming nature, together with a typically…

Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…

人工智能 · 计算机科学 2021-02-12 Clark Zhang , Santiago Paternain , Alejandro Ribeiro

We explore the application of uncertainty quantification methods to agent-based models (ABMs) using a simple sheep and wolf predator-prey model. This work serves as a tutorial on how techniques like emulation can be powerful tools in this…

其他统计学 · 统计学 2024-09-26 Louise Kimpton , Peter Challenor , James Salter

Modelling the behaviours of other agents is essential for understanding how agents interact and making effective decisions. Existing methods for agent modelling commonly assume knowledge of the local observations and chosen actions of the…

机器学习 · 计算机科学 2021-11-10 Georgios Papoudakis , Filippos Christianos , Stefano V. Albrecht

The cooperative Multi-A gent R einforcement Learning (MARL) with permutation invariant agents framework has achieved tremendous empirical successes in real-world applications. Unfortunately, the theoretical understanding of this MARL…

机器学习 · 计算机科学 2022-10-18 Fengzhuo Zhang , Boyi Liu , Kaixin Wang , Vincent Y. F. Tan , Zhuoran Yang , Zhaoran Wang

This paper introduces two ongoing research projects which seek to apply computer modelling techniques in order to simulate human behaviour within organisations. Previous research in other disciplines has suggested that complex social…

神经与进化计算 · 计算机科学 2010-07-05 Helen Celia , Christopher Clegg , Mark Robinson , Peer-Olaf Siebers , Uwe Aickelin , Christine Sprigg

Agent-based models provide a flexible framework that is frequently used for modelling many biological systems, including cell migration, molecular dynamics, ecology, and epidemiology. Analysis of the model dynamics can be challenging due to…

动力系统 · 数学 2021-04-28 John T. Nardini , Ruth E. Baker , Matthew J. Simpson , Kevin B. Flores

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

交易与市场微观结构 · 定量金融 2021-01-08 Takanobu Mizuta

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

综合金融 · 定量金融 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma