We investigate the effects of market making on market performance, focusing on allocative efficiency as well as gains from trade accrued by background traders. We employ empirica...
We present an approach to the problem of learning by observation in spatially-situated tasks, whereby an agent learns to imitate the behaviour of an observed expert with no intera...
How to form a team for achieving a given set of tasks is an important issue in multi-agent systems. Task-oriented team formation is the problem of selecting a group of agents, whe...
Tenda Okimoto, Nicolas Schwind, Maxime Clement, To...
In this paper we present a self-organizing model for open virtual environments in multi-agent based simulation systems. Open environments are inaccessible, non-deterministic, dyna...
abstract High Frequency Trading (HFT) broadly refers to trading strategies involving fast submission, cancelation and revision of orders in a Continuous Double Auction (CDA). Often...
Abstract. The environment, as a space shared between agents, is a key component of multiagent systems (MAS). Depending on systems, this space may integrate physical, communication ...
The objectives of this research are to further investigate the foundations for novel SMT and SAT-based bounded model checking (BMC) algorithms for real-time and multiagent systems...
In this paper, we propose reduced basis multiscale finite element methods (RB-MsFEM) for elliptic problems with highly oscillating coefficients. The method is based on multiscale ...
In this paper, we propose a multiscale data-driven stochastic method (MsDSM) to study stochastic partial differential equations (SPDEs) in the multiquery setting. This method comb...