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 Unified Platform for Cross-Paradigm Comparison and Evaluation of Homogeneous and Heterogeneous Multi-Agent RL, LLM, VLM, and Human Decision-Makers
Abdulhamid M. Mousa, Yu Fu, Rakhmonberdi Khajiev +5
Reinforcement learning (RL), large language models (LLMs), and vision-language models (VLMs) have been widely studied in isolation. However, existing infrastructure lacks the abili…
Posterior Distribution-assisted Evolutionary Dynamic Optimization as an Online Calibrator for Complex Social Simulations
Peng Yang, Zhenhua Yang, Boquan Jiang +3
The calibration of simulators for complex social systems aims to identify the optimal parameter that drives the output of the simulator best matching the target data observed from…
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…