相关论文: Agent-based Model Construction In Financial Econom…

This study investigates the prevention of market manipulation using a price-impact model of financial market trading as a linear system. First, I define a trading game between speculators such that they implement a manipulation trading…

We introduce an agent-based model for the spreading of technological developments in socio-economic systems where the technology is mainly used for the collaboration/interaction of agents. Agents use products of different technologies to…

Some agent-based models for growth and allocation of resources are described. The first class considered consists of conservative models, where the number of agents and the size of resources are constant during time evolution. The second…

We extend prior evidence that naively using intraday agent-based models that involve realistic order-matching processes for modeling continuous-time double auction markets seems to fail to be able to provide a robust link between data and…

Risk management resulting from the actions and states of the different elements making up a operating room is a major concern during a surgical procedure. Agent-based simulation shows an interest through its interaction concepts,…

An agent-based model of the economy is generalized to incorporate investment and guaranteed income mechanisms in addition to the exchange and distribution mechanisms considered in earlier models. We find realistic wealth distributions and…

Agent-based modeling and simulation allow us to study social phenomena in hypothetical scenarios. If we stretch our imagination, one of the interesting scenarios would be our interstellar future. To model an interstellar society, we need to…

We advocate the development of a discipline of interacting with and extracting information from models, both mathematical (e.g. game-theoretic ones) and computational (e.g. agent-based models). We outline some directions for the development…

Generative artificial intelligence (AI) systems have transformed various industries by autonomously generating content that mimics human creativity. However, concerns about their social and economic consequences arise with widespread…

Large Language Model (LLM) agents, acting on their users' behalf to manipulate and analyze data, are likely to become the dominant workload for data systems in the future. When working with data, agents employ a high-throughput process of…

The potential power provided and possibilities presented by computation graphs has steered most of the available modeling techniques to re-implementing, utilization and including the complex nature of System Biology (SB). To model the…

Agent Based Modeling (ABM) has become a widespread approach to model complex interactions. In this chapter after briefly summarizing some features of ABM the different approaches in modeling spatial interactions are discussed. It is…

Within the domain of Massively Multiplayer Online (MMO) economy research, Agent-Based Modeling (ABM) has emerged as a robust tool for analyzing game economics, evolving from rule-based agents to decision-making agents enhanced by…

Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…

Foundation models, particularly large language models, are increasingly integrated into agent architectures for industrial tasks such as decision support, process monitoring, and engineering automation. Yet evidence on their purposes,…

We propose a three-state microscopic opinion formation model for the purpose of simulating the dynamics of financial markets. In order to mimic the heterogeneous composition of the mass of investors in a market, the agent-based model…

Filtering has had a profound impact as a device of perceiving information and deriving agent expectations in dynamic economic models. For an abstract economic system, this paper shows that the foundation of applying the filtering method…

We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…

We present an agent behavior based microscopic model for diffusion price processes. As such we provide a model not only containing a convenient framework for describing socio-economic behavior, but also a sophisticated link to price…

In this paper, we develop a variational method to track and make predictions about a real-world system from continuous imperfect observations about this system, using an agent-based model that describes the system dynamics. By combining the…