4 papers
EvoMarket: A High-Fidelity and Scalable Financial Market Simulator
Muyao Zhong, Zhenhua Yang, Yuxiang Liu +2
High-fidelity, scalable market simulation is a key instrument for mechanism evaluation, stress testing, and counterfactual policy analysis. Yet existing simulators rarely achieve \…
MOSAIC: A Universal Agent-Level Interface for Cross-Paradigm Agent Mixing and Human-AI Collaboration
Abdulhamid M. Mousa, Jinhui Pang, Rakhmonberdi Khajiev +5
Existing infrastructure cannot deploy agents from different decision-making paradigms within the same environment, making fair cross-paradigm comparison under identical conditions…
Calibrating Agent-Based Financial Markets Simulators with Pretrainable Automatic Posterior Transformation-Based Surrogates
Boquan Jiang, Zhenhua Yang, Chenkai Wang +3
Calibrating Agent-Based Models (ABMs) is an important optimization problem for simulating the complex social systems, where the goal is to identify the optimal parameter of a given…
Online Regime-aware Calibration for Black-box Social Simulators via Posterior-assisted Evolutionary Dynamic Optimization
Peng Yang, Zhenhua Yang, Boquan Jiang +3
Evolutionary dynamic optimization (EDO) commonly assumes that environmental changes can be detected from fitness variations and handled through random re-initialization, historical…