A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Method models other agents' behaviors without requiring direct observation.
We propose a method for modeling and learning turn-taking behaviors for accessing a shared resource. We model the individual behavior for each agent in an interaction and then use a multi-agent fusion model to generate a summary over the expected actions of the group to render the model independent of the number of age…
Agents need world models to generalize multi-step tasks.
The ability of modeling the other agents, such as understanding their intentions and skills, is essential to an agent's interactions with other agents. Conventional agent modeling relies on passive observation from demonstrations. In this work, we propose an interactive agent modeling scheme enabled by encouraging an a…
A financial market model uses spin variables to represent and predict agent behavior.
Reduced models derived from agent-based systems using Koopman theory.
Study improves online learning with adaptable agents in various settings.
Many learning agents impact a financial market model, showing complex dynamics.
A simple learning agent learns to trade in an agent-based market model.
Multi-agent systems exhibit complex behaviors that emanate from the interactions of multiple agents in a shared environment. In this work, we are interested in controlling one agent in a multi-agent system and successfully learn to interact with the other agents that have fixed policies. Modeling the behavior of other …
In mix-game which is an extension of minority game, there are two groups of agents; group1 plays the majority game, but the group2 plays the minority game. This paper studies the change of the average winnings of agents and volatilities vs. the change of mixture of agents in mix-game model. It finds that the correlatio…
A novel framework uses goal-conditioned reinforcement learning to generate diverse samples.
Novel approach models opponent learning dynamics in multi-agent reinforcement learning.
The behavioral dynamics of multi-agent systems have a rich and orderly structure, which can be leveraged to understand these systems, and to improve how artificial agents learn to operate in them. Here we introduce Relational Forward Models (RFM) for multi-agent learning, networks that can learn to make accurate predic…
We present an effective technique for training deep learning agents capable of negotiating on a set of clauses in a contract agreement using a simple communication protocol. We use Multi Agent Reinforcement Learning to train both agents simultaneously as they negotiate with each other in the training environment. We al…
Study models crypto markets using multi-agent reinforcement learning.
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 empirical data instead of setting them artificially was suggested. We first revi…
Agents learn social skills from each other, improving performance.
The study classifies and imitates trading agents in financial markets.
RL agents outperform baselines in asset allocation.
Adversarial attacks have exposed a significant security vulnerability in state-of-the-art machine learning models. Among these models include deep reinforcement learning agents. The existing methods for attacking reinforcement learning agents assume the adversary either has access to the target agent's learned paramete…
RD-Agent(Q) automates quantitative finance research and development.
Develops methods to create consistent surrogate models for agent-based simulators.
We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling framework, which may provide qualitative and quantitative understanding of the financial…
A major challenge in cognitive science and AI has been to understand how autonomous agents might acquire and predict behavioral and mental states of other agents in the course of complex social interactions. How does such an agent model the goals, beliefs, and actions of other agents it interacts with? What are the com…
We formulate and analyze a multi-agent model for the evolution of individual and systemic risk in which the local agents interact with each other through a central agent who, in turn, is influenced by the mean field of the local agents. The central agent is stabilized by a bistable potential, the only stabilizing force…
Study uses AI agents to improve equity portfolio management.
We present the MagNet, a neural network-based multi-agent interaction model to discover the governing dynamics and predict evolution of a complex multi-agent system from observations. We formulate a multi-agent system as a coupled non-linear network with a generic ordinary differential equation (ODE) based state evolut…
A computational theory reduces agent evaluation errors and speeds up processes.
Efficiently models agent dependencies in large social networks.
Market equilibrium price proven in a large-agent model.
Study proposes a multi-agent system using LLMs for REIT trading, outperforming benchmarks.
This paper presents an analytical treatment of economic systems with an arbitrary number of agents that keeps track of the systems' interactions and agents' complexity. This formalism does not seek to aggregate agents. It rather replaces the standard optimization approach by a probabilistic description of both the enti…
New bounds on predicting agent behavior from behavior alone.
This paper considers a statistical signal processing problem involving agent based models of financial markets which at a micro-level are driven by socially aware and risk- averse trading agents. These agents trade (buy or sell) stocks by exploiting information about the decisions of previous agents (social learning) v…
We propose a lifelong learning architecture, the Neural Computer Agent (NCA), where a Reinforcement Learning agent is paired with a predictive model of the environment learned by a Differentiable Neural Computer (DNC). The agent and DNC model are trained in conjunction iteratively. The agent improves its policy in simu…
A multi-agent system improves crypto portfolio management by processing diverse data types.
TradingAgents uses LLM-powered multi-agent framework for financial trading.
PettingZoo library accelerates multi-agent reinforcement learning research.
AGENTICAITA uses AI agents to autonomously trade markets without human intervention.
Complex behaviors are often driven by an internal model, which integrates sensory information over time and facilitates long-term planning. Inferring an agent's internal model is a crucial ingredient in social interactions (theory of mind), for imitation learning, and for interpreting neural activities of behaving agen…
We consider a set of learning agents in a collaborative peer-to-peer network, where each agent learns a personalized model according to its own learning objective. The question addressed in this paper is: how can agents improve upon their locally trained model by communicating with other agents that have similar object…
New algorithms optimize decision rules in strategic scenarios, minimizing prediction risk and incentivizing better outcomes.
Most previous studies on multi-agent reinforcement learning focus on deriving decentralized and cooperative policies to maximize a common reward and rarely consider the transferability of trained policies to new tasks. This prevents such policies from being applied to more complex multi-agent tasks. To resolve these li…
We consider a financial market model which consists of a financial asset and a large number of interacting agents classified into many types. Different types of agents are heterogeneous in their price expectations. Each agent can change its type based on the current empirical distribution of the types and the equilibri…
Survey examines LLMs in financial trading.
A model for collaborative learning with principal-agent interaction.
Develops a generic two-layer framework for adaptive ABMs.