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