no code implementations • 26 Apr 2024 • Fabio Massimo Zennaro, Nicholas Bishop, Joel Dyer, Yorgos Felekis, Anisoara Calinescu, Michael Wooldridge, Theodoros Damoulas
Multi-armed bandits (MAB) and causal MABs (CMAB) are established frameworks for decision-making problems.
no code implementations • 18 Dec 2023 • Joel Dyer, Nicholas Bishop, Yorgos Felekis, Fabio Massimo Zennaro, Anisoara Calinescu, Theodoros Damoulas, Michael Wooldridge
Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents.
no code implementations • 25 Aug 2023 • Sascha Frey, Kang Li, Peer Nagy, Silvia Sapora, Chris Lu, Stefan Zohren, Jakob Foerster, Anisoara Calinescu
Financial exchanges across the world use limit order books (LOBs) to process orders and match trades.
no code implementations • 23 Aug 2023 • Peer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren, Jakob Foerster
Overall, our results invite the use and extension of the model in the direction of autoregressive large financial models for the generation of high-frequency financial data and we commit to open-sourcing our code to facilitate future research.
no code implementations • 3 Jul 2023 • Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu, Michael Wooldridge
Agent-based models (ABMs) are a promising approach to modelling and reasoning about complex systems, yet their application in practice is impeded by their complexity, discrete nature, and the difficulty of performing parameter inference and optimisation tasks.
no code implementations • 24 May 2023 • Arnau Quera-Bofarull, Ayush Chopra, Anisoara Calinescu, Michael Wooldridge, Joel Dyer
Agent-based modelling (ABMing) is a powerful and intuitive approach to modelling complex systems; however, the intractability of ABMs' likelihood functions and the non-differentiability of the mathematical operations comprising these models present a challenge to their use in the real world.
no code implementations • 19 Jul 2021 • Jie Zhang, Alexandra Brintrup, Anisoara Calinescu, Edward Kosasih, Angira Sharma
This paper explains what is 'twined' in supply chain digital twin and how to 'twin' them to handle the spatio-temporal dynamic issue.
no code implementations • 2 Nov 2020 • Angira Sharma, Edward Kosasih, Jie Zhang, Alexandra Brintrup, Anisoara Calinescu
This work explores the various DT features and current approaches, the shortcomings and reasons behind the delay in the implementation and adoption of digital twin.
no code implementations • 20 Sep 2020 • Maarten P. Scholl, Anisoara Calinescu, J. Doyne Farmer
Here we develop an alternative based on concepts and methods developed by biologists, in which the wealth invested in a financial strategy is like the abundance of a species.