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相关论文: ABIDES-Economist: Agent-Based Simulator of Economi…

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Economic agent-based models (ABMs) are becoming more and more data-driven, establishing themselves as increasingly valuable tools for economic research and policymaking. We propose to classify the extent to which an ABM is data-driven based…

综合经济学 · 经济学 2024-12-24 Marco Pangallo , R. Maria del Rio-Chanona

Environments built for people are increasingly operated by a new class of economic actors: LLM-powered software agents making decisions on our behalf. These decisions range from our purchases to travel plans to medical treatment selection.…

人工智能 · 计算机科学 2026-02-25 Manuel Cherep , Chengtian Ma , Abigail Xu , Maya Shaked , Pattie Maes , Nikhil Singh

Agent-based modelling and simulation offers a new and exciting way of understanding the world of work. In this paper we describe the development of an agent-based simulation model, designed to help to understand the relationship between…

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

Tackling real-world socio-economic challenges requires designing and testing economic policies. However, this is hard in practice, due to a lack of appropriate (micro-level) economic data and limited opportunity to experiment. In this work,…

In many applications involving multi-agent system (MAS), it is imperative to test an experimental (Exp) autonomous agent in a high-fidelity simulator prior to its deployment to production, to avoid unexpected losses in the real-world. Such…

机器学习 · 计算机科学 2023-11-21 Song Wei , Andrea Coletta , Svitlana Vyetrenko , Tucker Balch

A long-term goal of language agents is to learn and improve through their own experience, ultimately outperforming humans in complex, real-world tasks. However, training agents from experience data with reinforcement learning remains…

Modern financial exchanges use an electronic limit order book (LOB) to store bid and ask orders for a specific financial asset. As the most fine-grained information depicting the demand and supply of an asset, LOB data is essential in…

交易与市场微观结构 · 定量金融 2023-03-02 Zijian Shi , John Cartlidge

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

We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

概率论 · 数学 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli

The global economy is one of today's major challenges, with increasing relevance in recent decades. A frequent observation by policy makers is the lack of tools that help at least to understand, if not predict, economic crises. Currently,…

综合金融 · 定量金融 2023-05-16 Martin Jaraiz

We introduce a new software toolbox for agent-based simulation. Facilitating rapid prototyping by offering a user-friendly Python API, its core rests on an efficient C++ implementation to support simulation of large-scale multi-agent…

计算金融 · 定量金融 2022-09-22 Peter Belcak , Jan-Peter Calliess , Stefan Zohren

AI systems that learn through reward feedback about the actions they take are increasingly deployed in domains that have significant impact on our daily life. However, in many cases the online rewards should not be the only guiding…

人工智能 · 计算机科学 2018-09-18 Avinash Balakrishnan , Djallel Bouneffouf , Nicholas Mattei , Francesca Rossi

We present an end-to-end, model-based deep reinforcement learning agent which dynamically attends to relevant parts of its state during planning. The agent uses a bottleneck mechanism over a set-based representation to force the number of…

人工智能 · 计算机科学 2021-11-05 Mingde Zhao , Zhen Liu , Sitao Luan , Shuyuan Zhang , Doina Precup , Yoshua Bengio

We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models. We perform our simulations with the SABCEMM (Simulator for Agent-Based Computational Economic Market…

综合经济学 · 经济学 2019-11-18 Maximilian Beikirch , Simon Cramer , Martin Frank , Philipp Otte , Emma Pabich , Torsten Trimborn

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…

理论经济学 · 经济学 2022-02-21 Rui , Shi

Autonomous systems such as self-driving cars and general-purpose robots are safety-critical systems that operate in highly uncertain and dynamic environments. We propose an interactive multi-agent framework where the system-under-design is…

机器学习 · 计算机科学 2021-07-07 Xin Qin , Nikos Aréchiga , Andrew Best , Jyotirmoy Deshmukh

We study the benefits of reinforcement learning (RL) environments based on agent-based models (ABM). While ABMs are known to offer microfoundational simulations at the cost of computational complexity, we empirically show in this work that…

多智能体系统 · 计算机科学 2022-05-02 Mohamed Akrout , Amal Feriani , Bob McLeod

Modern socio-economic systems are undergoing deep integration with artificial intelligence technologies. This paper constructs a heterogeneous agent-based modeling framework that incorporates both human workers and autonomous AI agents, to…

人工智能 · 计算机科学 2025-09-30 Yuxinyue Qian , Jun Liu

The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful…

计算金融 · 定量金融 2018-01-26 J. Lussange , A. Belianin , S. Bourgeois-Gironde , B. Gutkin

In the past, financial stock markets have been studied with previous generations of multi-agent systems (MAS) that relied on zero-intelligence agents, and often the necessity to implement so-called noise traders to sub-optimally emulate…

交易与市场微观结构 · 定量金融 2019-10-14 J. Lussange , S. Bourgeois-Gironde , S. Palminteri , B. Gutkin