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.
A test measures artificial agents' human-like behavior in video games.
People who design, use, and are affected by autonomous artificially intelligent agents want to be able to \emph{trust} such agents -- that is, to know that these agents will perform correctly, to understand the reasoning behind their actions, and to know how to use them appropriately. Many techniques have been devised …
Agents learn to communicate and solve navigation tasks efficiently.
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 side effects. A computer simulation using an agent-based model can directly treat…
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…
Data availability is a bottleneck during early stages of development of new capabilities for intelligent artificial agents. We investigate the use of text generation techniques to augment the training data of a popular commercial artificial agent across categories of functionality, with the goal of faster development o…
PAMS is a Python-based platform for simulating artificial markets.
In this article, we established a stock market model based on agents' investing mentality. The agents decide whether to purchase the shares at the probability, according to their anticipation of the market's behaviors. The expectation of the amount of shares they want to buy is directly proportional to the value of ass…
We are increasingly surrounded by artificially intelligent technology that takes decisions and executes actions on our behalf. This creates a pressing need for general means to communicate with, instruct and guide artificial agents, with human language the most compelling means for such communication. To achieve this i…
Survey examines agentic AI in finance, highlighting its autonomy and challenges.
Sequential processing biases asset allocation in artificial stock markets.
New method uses reinforcement learning to improve Simulated Annealing.
Transportation and traffic are currently undergoing a rapid increase in terms of both scale and complexity. At the same time, an increasing share of traffic participants are being transformed into agents driven or supported by artificial intelligence resulting in mixed-intelligence traffic. This work explores the impli…
We study the performance of various agent strategies in an artificial investment scenario. Agents are equipped with a budget, , and at each time step invest a particular fraction, , of their budget. The return on investment (RoI), , is characterized by a periodic function with different types and leve…
Recent advances in artificial intelligence have been driven by the presence of increasingly realistic and complex simulated environments. However, many of the existing environments provide either unrealistic visuals, inaccurate physics, low task complexity, restricted agent perspective, or a limited capacity for intera…
This study proposes hidden state curiosity to enhance RL models' resilience against noise.
Computational swarm intelligence consists of multiple artificial simple agents exchanging information while exploring a search space. Despite a rich literature in the field, with works improving old approaches and proposing new ones, the mechanism by which complex behavior emerges in these systems is still not well und…
Recent progress in artificial intelligence through reinforcement learning (RL) has shown great success on increasingly complex single-agent environments and two-player turn-based games. However, the real-world contains multiple agents, each learning and acting independently to cooperate and compete with other agents, a…
This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which interact with each other by trading Bitcoins. Each agent is initially endowed wi…
An artificial stock market is established based on multi-agent . Each agent has a limit memory of the history of stock price, and will choose an action according to his memory and trading strategy. The trading strategy of each agent evolves ceaselessly as a result of self-teaching mechanism. Simulation results exhibit …
An artificial agent for financial risk and returns' prediction is built with a modular cognitive system comprised of interconnected recurrent neural networks, such that the agent learns to predict the financial returns, and learns to predict the squared deviation around these predicted returns. These two expectations a…
Study shows how to motivate AI agents like humans through learning from demonstrations.
We propose an artificial market model based on deterministic agents. The agents modify their ask/bid price depending on past price changes. The temporal development of market price fluctuations is calculated numerically. A probability density function of market price changes has power law tails. Autocorrelation coeffic…
Study shows how diverse investors' learning and preferences shape financial markets.
The enactive approach to cognition is typically proposed as a viable alternative to traditional cognitive science. Enactive cognition displaces the explanatory focus from the internal representations of the agent to the direct sensorimotor interaction with its environment. In this paper, we investigate enactive learnin…
Study uses AI agents to improve equity portfolio management.
Reinforcement learning (RL) algorithms allow agents to learn skills and strategies to perform complex tasks without detailed instructions or expensive labelled training examples. That is, RL agents can learn, as we learn. Given the importance of learning in our intelligence, RL has been thought to be one of key compone…
According to a mainstream position in contemporary cognitive science and philosophy, the use of abstract compositional concepts is both a necessary and a sufficient condition for the presence of genuine thought. In this article, we show how the ability to develop and utilise abstract conceptual structures can be achiev…
In order to communicate, humans flatten a complex representation of ideas and their attributes into a single word or a sentence. We investigate the impact of representation learning in artificial agents by developing graph referential games. We empirically show that agents parametrized by graph neural networks develop …
Reduces necessary conditions for collision avoidance on curved spaces.
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…
There is a consensus that human and non-human subjects experience temporal distortions in many stages of their perceptual and decision-making systems. Similarly, intertemporal choice research has shown that decision-makers undervalue future outcomes relative to immediate ones. Here we combine techniques from informatio…
This paper introduces an agent-based artificial financial market in which heterogeneous agents trade one single asset through a realistic trading mechanism for price formation. Agents are initially endowed with a finite amount of cash and a given finite portfolio of assets. There is no money-creation process; the total…
The ability to generalize is an important feature of any intelligent agent. Not only because it may allow the agent to cope with large amounts of data, but also because in some environments, an agent with no generalization capabilities cannot learn. In this work we outline several criteria for generalization, and prese…
MPLP learns neural network weights by treating operations as message-passing agents.
Flatland is a simple, lightweight environment for fast prototyping and testing of reinforcement learning agents. It is of lower complexity compared to similar 3D platforms (e.g. DeepMind Lab or VizDoom), but emulates physical properties of the real world, such as continuity, multi-modal partially-observable states with…
Enhances financial analysis with multi-agent collaboration.
We show how a multi-agent simulator can support two important but distinct methods for assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Our solution is important because each method offers strengths and weaknesses that expose or conceal flaws in the subject strategy. A key weak…
The emergence of complex life on Earth is often attributed to the arms race that ensued from a huge number of organisms all competing for finite resources. We present an artificial intelligence research environment, inspired by the human game genre of MMORPGs (Massively Multiplayer Online Role-Playing Games, a.k.a. MMO…
Study shows HFT improves market liquidity indicators.
Deep reinforcement learning (DRL) is a booming area of artificial intelligence. Many practical applications of DRL naturally involve more than one collaborative learners, making it important to study DRL in a multi-agent context. Previous research showed that effective learning in complex multi-agent systems demands fo…
Study shows bifurcating price dynamics in ASME with traders.
In artificial multi-agent systems, the ability to learn collaborative policies is predicated upon the agents' communication skills: they must be able to encode the information received from the environment and learn how to share it with other agents as required by the task at hand. We present a deep reinforcement learn…
Paper proposes a new AI design philosophy for distributed learning.
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of interacting boundedly rational agents. By optimizing the similarity between the act…
New AI platform screens portfolios for desirable firms and news.
Study uses agent-based simulation to analyze impact of OBI strategy on financial markets.
Recent trends in Agent Computational Economics research, envelop a government agent in the model of the economy, whose decisions are based on learning algorithms. In this paper we try to evaluate the performance of simulated annealing in this context, by considering a model proposed earlier in the literature, which has…